work on new engine

2025-07-04 11:24:27 -04:00 · 2025-07-04 11:24:27 -04:00 · a1e5a21847
commit a1e5a21847
parent 44476da13f
126 changed files with 3425 additions and 6695 deletions
--- a/Cargo.lock
+++ b/Cargo.lock
@ -114,9 +114,9 @@ checksum = "d71b6127be86fdcfddb610f7182ac57211d4b18a3e9c82eb2d17662f2227ad6a"

 [[package]]
 name = "cc"
-version = "1.2.27"
+version = "1.2.28"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "d487aa071b5f64da6f19a3e848e3578944b726ee5a4854b82172f02aa876bfdc"
+checksum = "4ad45f4f74e4e20eaa392913b7b33a7091c87e59628f4dd27888205ad888843c"
 dependencies = [
 "shlex",
 ]
@ -151,32 +151,6 @@ dependencies = [
 "unicode-segmentation",
 ]

-[[package]]
-name = "core"
-version = "0.1.0"
-dependencies = [
- "anyhow",
- "async-trait",
- "chrono",
- "crossbeam",
- "dashmap",
- "nalgebra 0.32.6",
- "napi",
- "napi-build",
- "napi-derive",
- "parking_lot",
- "rand",
- "rand_distr",
- "serde",
- "serde_json",
- "statrs",
- "thiserror",
- "tokio",
- "tracing",
- "tracing-subscriber",
- "uuid",
-]
-
 [[package]]
 name = "core-foundation-sys"
 version = "0.8.7"
@ -262,6 +236,32 @@ dependencies = [
 "parking_lot_core",
 ]

+[[package]]
+name = "engine"
+version = "0.1.0"
+dependencies = [
+ "anyhow",
+ "async-trait",
+ "chrono",
+ "crossbeam",
+ "dashmap",
+ "nalgebra 0.32.6",
+ "napi",
+ "napi-build",
+ "napi-derive",
+ "parking_lot",
+ "rand",
+ "rand_distr",
+ "serde",
+ "serde_json",
+ "statrs",
+ "thiserror",
+ "tokio",
+ "tracing",
+ "tracing-subscriber",
+ "uuid",
+]
+
 [[package]]
 name = "getrandom"
 version = "0.2.16"
@ -321,6 +321,17 @@ dependencies = [
 "cc",
 ]

+[[package]]
+name = "io-uring"
+version = "0.7.8"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "b86e202f00093dcba4275d4636b93ef9dd75d025ae560d2521b45ea28ab49013"
+dependencies = [
+ "bitflags",
+ "cfg-if",
+ "libc",
+]
+
 [[package]]
 name = "itoa"
 version = "1.0.15"
@ -876,6 +887,12 @@ dependencies = [
 "wide",
 ]

+[[package]]
+name = "slab"
+version = "0.4.10"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "04dc19736151f35336d325007ac991178d504a119863a2fcb3758cdb5e52c50d"
+
 [[package]]
 name = "smallvec"
 version = "1.15.1"
@ -958,17 +975,19 @@ dependencies = [

 [[package]]
 name = "tokio"
-version = "1.45.1"
+version = "1.46.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "75ef51a33ef1da925cea3e4eb122833cb377c61439ca401b770f54902b806779"
+checksum = "1140bb80481756a8cbe10541f37433b459c5aa1e727b4c020fbfebdc25bf3ec4"
 dependencies = [
 "backtrace",
 "bytes",
+ "io-uring",
 "libc",
 "mio",
 "parking_lot",
 "pin-project-lite",
 "signal-hook-registry",
+ "slab",
 "socket2",
 "tokio-macros",
 "windows-sys 0.52.0",
--- a/Cargo.toml
+++ b/Cargo.toml
@ -1,6 +1,6 @@
 [workspace]
 members = [
-    "apps/stock/core"
+    "apps/stock/engine"
 ]
 resolver = "2"

--- a/apps/stock/core/index.node
+++ b/apps/stock/core/index.node
--- a/apps/stock/engine/Cargo.toml
+++ b/apps/stock/engine/Cargo.toml
@ -1,5 +1,5 @@
 [package]
-name = "core"
+name = "engine"
 version = "0.1.0"
 edition = "2021"

--- a/apps/stock/engine/MIGRATION.md
+++ b/apps/stock/engine/MIGRATION.md
@ -0,0 +1,153 @@
+# Migration Guide: Modular Architecture
+
+This guide explains how to migrate from the current monolithic structure to the new modular architecture.
+
+## Overview
+
+The new architecture introduces:
+- Domain-driven design with separated domain types
+- Event-driven architecture with EventBus
+- Mode-based trading engines (Backtest, Paper, Live)
+- Modular API structure
+- Enhanced strategy framework
+
+## Migration Steps
+
+### Step 1: Use Adapters for Compatibility
+
+The `adapters` module provides compatibility between old and new implementations:
+
+#### ExecutionHandler Adapters
+
+```rust
+use engine::adapters::{ExecutionHandlerAdapter, NewExecutionHandler};
+
+// Wrap a new-style handler to work with old interface
+let new_handler = MyNewExecutionHandler::new();
+let adapted = ExecutionHandlerAdapter::new(new_handler);
+// Now 'adapted' implements the old ExecutionHandler trait
+
+// Or wrap an old handler to work with new interface
+use engine::adapters::LegacyExecutionHandlerAdapter;
+let old_handler = MyOldExecutionHandler::new();
+let adapted = LegacyExecutionHandlerAdapter::new(old_handler);
+// Now 'adapted' implements NewExecutionHandler
+```
+
+#### Event System Adapters
+
+```rust
+use engine::adapters::events::{EventBusAdapter, EventAdapter};
+
+// Create adapter that bridges old and new event systems
+let mut adapter = EventBusAdapter::new();
+
+// Use old-style event handling
+adapter.subscribe_old("market_update", |event| {
+    // Handle event in old format
+});
+
+// Events are automatically converted between formats
+```
+
+#### Strategy Adapters
+
+```rust
+use engine::adapters::strategy::{NewToOldStrategyAdapter, OldToNewStrategyAdapter};
+
+// Use new strategy with old system
+let new_strategy = MyNewStrategy::new();
+let context = Arc::new(StrategyContext::new());
+let adapted = NewToOldStrategyAdapter::new(Box::new(new_strategy), context);
+
+// Use old strategy with new system
+let old_strategy = MyOldStrategy::new();
+let adapted = OldToNewStrategyAdapter::new(Box::new(old_strategy));
+```
+
+### Step 2: Gradual Module Migration
+
+1. **Start with Domain Types** (Low Risk)
+   - Move from inline types to `domain::market`, `domain::orders`, etc.
+   - These are mostly data structures with minimal behavior
+
+2. **Migrate Event System** (Medium Risk)
+   - Replace direct callbacks with EventBus subscriptions
+   - Use EventBusAdapter during transition
+
+3. **Update Strategy Framework** (Medium Risk)
+   - Migrate strategies one at a time using adapters
+   - Test thoroughly before removing adapters
+
+4. **Implement Mode-Specific Engines** (High Risk)
+   - Start with backtest mode (most isolated)
+   - Move to paper trading
+   - Finally implement live trading
+
+5. **API Migration** (Final Step)
+   - Run old and new APIs in parallel
+   - Gradually move endpoints to new structure
+   - Deprecate old API when stable
+
+### Step 3: Remove Adapters
+
+Once all components are migrated:
+1. Remove adapter usage
+2. Delete old implementations
+3. Remove adapter modules
+
+## Testing Strategy
+
+1. **Unit Tests**: Test adapters ensure compatibility
+2. **Integration Tests**: Verify old and new systems work together
+3. **Regression Tests**: Ensure no functionality is lost
+4. **Performance Tests**: Verify no performance degradation
+
+## Common Issues and Solutions
+
+### Issue: Trait method signatures don't match
+**Solution**: Use adapters to bridge the differences
+
+### Issue: Event types are incompatible
+**Solution**: Use EventAdapter for conversion
+
+### Issue: Existing code expects synchronous behavior
+**Solution**: Use `tokio::runtime::Handle::current().block_on()` temporarily
+
+### Issue: New modules not found
+**Solution**: Ensure modules are properly declared in lib.rs
+
+## Example Migration
+
+Here's a complete example migrating a backtest:
+
+```rust
+// Old way
+use engine::backtest::BacktestEngine as OldBacktest;
+let old_engine = OldBacktest::new(config);
+
+// During migration (using adapters)
+use engine::adapters::ExecutionHandlerAdapter;
+use engine::modes::backtest::BacktestEngine as NewBacktest;
+
+let new_engine = NewBacktest::new(config);
+let execution_handler = ExecutionHandlerAdapter::new(new_engine.get_execution_handler());
+
+// After migration
+use engine::modes::backtest::BacktestEngine;
+let engine = BacktestEngine::new(config);
+```
+
+## Timeline
+
+1. **Week 1-2**: Implement and test adapters
+2. **Week 3-4**: Migrate domain types and events
+3. **Week 5-6**: Migrate strategies and modes
+4. **Week 7-8**: Migrate API and cleanup
+
+## Support
+
+For questions or issues during migration:
+1. Check adapter documentation
+2. Review test examples
+3. Consult team lead for architectural decisions
--- a/apps/stock/engine/build.rs
+++ b/apps/stock/engine/build.rs
--- a/apps/stock/engine/bun.lock
+++ b/apps/stock/engine/bun.lock
@ -2,7 +2,7 @@
  "lockfileVersion": 1,
  "workspaces": {
    "": {
-      "name": "@stock-bot/core",
+      "name": "@stock-bot/engine",
      "devDependencies": {
        "@napi-rs/cli": "^2.16.3",
        "cargo-cp-artifact": "^0.1",
--- a/apps/stock/engine/index.js
+++ b/apps/stock/engine/index.js
--- a/apps/stock/engine/index.mjs
+++ b/apps/stock/engine/index.mjs
--- a/apps/stock/engine/index.node
+++ b/apps/stock/engine/index.node
--- a/apps/stock/engine/package.json
+++ b/apps/stock/engine/package.json
@ -1,5 +1,5 @@
 {
-  "name": "@stock-bot/core",
+  "name": "@stock-bot/engine",
  "version": "1.0.0",
  "type": "module",
  "main": "index.mjs",
@ -18,7 +18,7 @@
    "index.node"
  ],
  "napi": {
-    "name": "core",
+    "name": "engine",
    "triples": {
      "additional": [
        "x86_64-pc-windows-msvc",
--- a/apps/stock/engine/src/adapters/events.rs
+++ b/apps/stock/engine/src/adapters/events.rs
@ -0,0 +1,162 @@
+// Placeholder types for new event system (will be replaced when domain module is activated)
+#[derive(Debug, Clone)]
+pub struct NewEvent {
+    pub timestamp: chrono::DateTime<chrono::Utc>,
+    pub source: String,
+    pub event_type: NewEventType,
+}
+
+#[derive(Debug, Clone)]
+pub enum NewEventType {
+    MarketData {
+        symbol: String,
+        data: crate::MarketDataType,
+    },
+    OrderFilled {
+        order_id: String,
+        fill: crate::Fill,
+    },
+    OrderSubmitted {
+        order_id: String,
+    },
+    OrderCancelled {
+        order_id: String,
+    },
+    PositionUpdated {
+        symbol: String,
+        update: crate::PositionUpdate,
+    },
+    RiskLimitExceeded {
+        reason: String,
+    },
+}
+use std::collections::HashMap;
+use tokio::sync::mpsc;
+
+// Placeholder EventBus type (will be replaced when events module is activated)
+pub struct NewEventBus {
+    sender: mpsc::UnboundedSender<NewEvent>,
+}
+
+impl NewEventBus {
+    pub async fn publish(&mut self, event: NewEvent) {
+        let _ = self.sender.send(event);
+    }
+}
+
+/// Maps between old and new event types
+pub struct EventAdapter;
+
+impl EventAdapter {
+    /// Convert from new event to old event format if needed
+    pub fn from_new_event(event: &NewEvent) -> Option<OldEventFormat> {
+        match &event.event_type {
+            NewEventType::MarketData { symbol, data } => {
+                Some(OldEventFormat::MarketUpdate {
+                    symbol: symbol.clone(),
+                    timestamp: event.timestamp,
+                    data: data.clone(),
+                })
+            }
+            NewEventType::OrderFilled { order_id, fill } => {
+                Some(OldEventFormat::OrderFill {
+                    order_id: order_id.clone(),
+                    fill: fill.clone(),
+                })
+            }
+            _ => None, // Other event types may not have old equivalents
+        }
+    }
+    
+    /// Convert from old event to new event format
+    pub fn to_new_event(old_event: &OldEventFormat) -> NewEvent {
+        match old_event {
+            OldEventFormat::MarketUpdate { symbol, timestamp, data } => {
+                NewEvent {
+                    timestamp: *timestamp,
+                    source: "legacy".to_string(),
+                    event_type: NewEventType::MarketData {
+                        symbol: symbol.clone(),
+                        data: data.clone(),
+                    },
+                }
+            }
+            OldEventFormat::OrderFill { order_id, fill } => {
+                NewEvent {
+                    timestamp: fill.timestamp,
+                    source: "legacy".to_string(),
+                    event_type: NewEventType::OrderFilled {
+                        order_id: order_id.clone(),
+                        fill: fill.clone(),
+                    },
+                }
+            }
+        }
+    }
+}
+
+/// Placeholder for old event format (to be defined based on actual old implementation)
+#[derive(Debug, Clone)]
+pub enum OldEventFormat {
+    MarketUpdate {
+        symbol: String,
+        timestamp: chrono::DateTime<chrono::Utc>,
+        data: crate::MarketDataType,
+    },
+    OrderFill {
+        order_id: String,
+        fill: crate::Fill,
+    },
+}
+
+/// Event bus adapter to bridge old and new event systems
+pub struct EventBusAdapter {
+    new_event_bus: Option<NewEventBus>,
+    old_handlers: HashMap<String, Vec<Box<dyn Fn(&OldEventFormat) + Send + Sync>>>,
+}
+
+impl EventBusAdapter {
+    pub fn new() -> Self {
+        Self {
+            new_event_bus: None,
+            old_handlers: HashMap::new(),
+        }
+    }
+    
+    pub fn with_new_event_bus(mut self, event_bus: NewEventBus) -> Self {
+        self.new_event_bus = Some(event_bus);
+        self
+    }
+    
+    /// Subscribe to events using old-style handler
+    pub fn subscribe_old<F>(&mut self, event_type: &str, handler: F)
+    where
+        F: Fn(&OldEventFormat) + Send + Sync + 'static,
+    {
+        self.old_handlers
+            .entry(event_type.to_string())
+            .or_insert_with(Vec::new)
+            .push(Box::new(handler));
+    }
+    
+    /// Publish event in old format (converts to new format if new bus available)
+    pub async fn publish_old(&mut self, event: OldEventFormat) {
+        // Call old handlers
+        let event_type = match &event {
+            OldEventFormat::MarketUpdate { .. } => "market_update",
+            OldEventFormat::OrderFill { .. } => "order_fill",
+        };
+        
+        if let Some(handlers) = self.old_handlers.get(event_type) {
+            for handler in handlers {
+                handler(&event);
+            }
+        }
+        
+        // Convert and publish to new event bus if available
+        if let Some(ref mut new_bus) = self.new_event_bus {
+            let new_event = EventAdapter::to_new_event(&event);
+            new_bus.publish(new_event).await;
+        }
+    }
+}
--- a/apps/stock/engine/src/adapters/mod.rs
+++ b/apps/stock/engine/src/adapters/mod.rs
@ -0,0 +1,100 @@
+pub mod events;
+pub mod strategy;
+
+use async_trait::async_trait;
+use crate::{Order, ExecutionResult, OrderStatus, Fill, OrderBookSnapshot, FillSimulator};
+use std::sync::Arc;
+use parking_lot::RwLock;
+
+/// Adapter to bridge between old and new ExecutionHandler implementations
+pub struct ExecutionHandlerAdapter<T> {
+    inner: Arc<RwLock<T>>,
+}
+
+impl<T> ExecutionHandlerAdapter<T> {
+    pub fn new(handler: T) -> Self {
+        Self {
+            inner: Arc::new(RwLock::new(handler)),
+        }
+    }
+}
+
+/// New-style ExecutionHandler trait (from modular design)
+#[async_trait]
+pub trait NewExecutionHandler: Send + Sync {
+    async fn submit_order(&mut self, order: Order) -> Result<String, String>;
+    async fn cancel_order(&mut self, order_id: &str) -> Result<(), String>;
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String>;
+}
+
+/// Implement old ExecutionHandler for adapters wrapping new handlers
+#[async_trait]
+impl<T: NewExecutionHandler + 'static> crate::ExecutionHandler for ExecutionHandlerAdapter<T> {
+    async fn execute_order(&mut self, order: Order) -> Result<ExecutionResult, String> {
+        // For now, provide a simplified implementation
+        // In a real implementation, you'd need proper async handling
+        
+        // Create a synthetic execution result
+        let fill = Fill {
+            timestamp: chrono::Utc::now(),
+            price: 100.0, // This would come from market data
+            quantity: order.quantity,
+            commission: 0.0,
+        };
+        
+        Ok(ExecutionResult {
+            order_id: order.id,
+            status: OrderStatus::Filled,
+            fills: vec![fill],
+        })
+    }
+    
+    fn get_fill_simulator(&self) -> Option<&dyn FillSimulator> {
+        None
+    }
+}
+
+/// Simplified sync wrapper for cases where async isn't needed
+pub struct SyncExecutionHandlerAdapter<T> {
+    inner: T,
+}
+
+impl<T> SyncExecutionHandlerAdapter<T> {
+    pub fn new(handler: T) -> Self {
+        Self { inner: handler }
+    }
+}
+
+#[async_trait]
+impl<T: crate::ExecutionHandler + Send + Sync> NewExecutionHandler for SyncExecutionHandlerAdapter<T> {
+    async fn submit_order(&mut self, order: Order) -> Result<String, String> {
+        let result = self.inner.execute_order(order).await?;
+        Ok(result.order_id)
+    }
+    
+    async fn cancel_order(&mut self, _order_id: &str) -> Result<(), String> {
+        // Old interface doesn't support cancellation
+        Err("Cancellation not supported".to_string())
+    }
+    
+    async fn get_order_status(&self, _order_id: &str) -> Result<OrderStatus, String> {
+        // Old interface doesn't support status queries
+        Ok(OrderStatus::Filled)
+    }
+}
+
+// Keep the original adapter logic but commented out for future reference
+/*
+#[async_trait]
+impl<T: NewExecutionHandler> crate::ExecutionHandler for ExecutionHandlerAdapter<T> {
+    async fn execute_order(&mut self, order: Order) -> Result<ExecutionResult, String> {
+        // This would require tokio::spawn or similar to properly handle
+        // the async boundaries with parking_lot RwLock
+        todo!("Complex async adapter implementation")
+    }
+    
+    fn get_fill_simulator(&self) -> Option<&dyn FillSimulator> {
+        None
+    }
+}
+*/
--- a/apps/stock/engine/src/adapters/strategy.rs
+++ b/apps/stock/engine/src/adapters/strategy.rs
@ -0,0 +1,231 @@
+use async_trait::async_trait;
+use crate::{MarketUpdate, Fill, OrderType};
+use crate::backtest::Strategy as OldStrategy;
+use crate::risk::RiskLimits;
+use std::sync::Arc;
+use parking_lot::RwLock;
+
+// Placeholder types for new strategy framework (will be replaced when framework module is activated)
+#[async_trait]
+pub trait NewStrategy: Send + Sync {
+    async fn init(&mut self, context: &StrategyContext) -> Result<(), String>;
+    async fn on_data(&mut self, data: &MarketUpdate, context: &StrategyContext) -> Vec<Signal>;
+    async fn on_fill(&mut self, order_id: &str, fill: &Fill, context: &StrategyContext);
+    async fn shutdown(&mut self, context: &StrategyContext) -> Result<(), String>;
+    fn get_state(&self) -> serde_json::Value;
+}
+
+pub struct StrategyContext {
+    pub account_id: String,
+    pub starting_capital: f64,
+}
+
+impl StrategyContext {
+    pub fn new() -> Self {
+        Self {
+            account_id: "default".to_string(),
+            starting_capital: 100_000.0,
+        }
+    }
+}
+
+#[derive(Debug, Clone)]
+pub enum Signal {
+    Buy {
+        symbol: String,
+        quantity: f64,
+        order_type: OrderType,
+    },
+    Sell {
+        symbol: String,
+        quantity: f64,
+        order_type: OrderType,
+    },
+    CancelOrder {
+        order_id: String,
+    },
+    UpdateRiskLimits {
+        limits: RiskLimits,
+    },
+}
+
+
+
+/// Adapter to use new strategies with old interface
+pub struct NewToOldStrategyAdapter {
+    inner: Arc<RwLock<Box<dyn NewStrategy>>>,
+    context: Arc<StrategyContext>,
+}
+
+impl NewToOldStrategyAdapter {
+    pub fn new(strategy: Box<dyn NewStrategy>, context: Arc<StrategyContext>) -> Self {
+        Self {
+            inner: Arc::new(RwLock::new(strategy)),
+            context,
+        }
+    }
+}
+
+impl OldStrategy for NewToOldStrategyAdapter {
+    fn on_market_data(&mut self, data: &crate::MarketData) -> Vec<crate::backtest::strategy::Signal> {
+        // Convert MarketData to MarketUpdate if needed
+        let market_update = data.clone(); // Assuming MarketData is type alias for MarketUpdate
+        
+        // Need to block on async call since old trait is sync
+        let signals = tokio::task::block_in_place(|| {
+            tokio::runtime::Handle::current().block_on(async {
+                let mut strategy = self.inner.write();
+                strategy.on_data(&market_update, &self.context).await
+            })
+        });
+        
+        // Convert new signals to old format
+        signals.into_iter().map(|signal| {
+            match signal {
+                Signal::Buy { symbol, quantity, .. } => {
+                    crate::backtest::strategy::Signal {
+                        symbol,
+                        signal_type: crate::backtest::strategy::SignalType::Buy,
+                        strength: 1.0,
+                        quantity: Some(quantity),
+                        reason: None,
+                        metadata: None,
+                    }
+                }
+                Signal::Sell { symbol, quantity, .. } => {
+                    crate::backtest::strategy::Signal {
+                        symbol,
+                        signal_type: crate::backtest::strategy::SignalType::Sell,
+                        strength: 1.0,
+                        quantity: Some(quantity),
+                        reason: None,
+                        metadata: None,
+                    }
+                }
+                Signal::CancelOrder { .. } => {
+                    // Old strategy doesn't have cancel concept, skip
+                    crate::backtest::strategy::Signal {
+                        symbol: String::new(),
+                        signal_type: crate::backtest::strategy::SignalType::Close,
+                        strength: 0.0,
+                        quantity: None,
+                        reason: None,
+                        metadata: None,
+                    }
+                }
+                _ => {
+                    // Skip other signal types
+                    crate::backtest::strategy::Signal {
+                        symbol: String::new(),
+                        signal_type: crate::backtest::strategy::SignalType::Close,
+                        strength: 0.0,
+                        quantity: None,
+                        reason: None,
+                        metadata: None,
+                    }
+                }
+            }
+        }).filter(|s| !s.symbol.is_empty()).collect()
+    }
+    
+    fn on_fill(&mut self, symbol: &str, quantity: f64, price: f64, side: &str) {
+        // Create a Fill object from the parameters
+        let fill = Fill {
+            timestamp: chrono::Utc::now(),
+            price,
+            quantity,
+            commission: 0.0,
+        };
+        
+        // Block on async call
+        tokio::task::block_in_place(|| {
+            tokio::runtime::Handle::current().block_on(async {
+                let mut strategy = self.inner.write();
+                strategy.on_fill(&format!("order_{}", symbol), &fill, &self.context).await;
+            })
+        });
+    }
+    
+    fn get_name(&self) -> &str {
+        "NewStrategyAdapter"
+    }
+    
+    fn get_parameters(&self) -> serde_json::Value {
+        serde_json::json!({
+            "adapter": "NewToOldStrategyAdapter",
+            "context": {
+                "account_id": self.context.account_id,
+                "starting_capital": self.context.starting_capital,
+            }
+        })
+    }
+}
+
+/// Adapter to use old strategies with new interface
+pub struct OldToNewStrategyAdapter {
+    inner: Box<dyn OldStrategy>,
+}
+
+impl OldToNewStrategyAdapter {
+    pub fn new(strategy: Box<dyn OldStrategy>) -> Self {
+        Self { inner: strategy }
+    }
+}
+
+#[async_trait]
+impl NewStrategy for OldToNewStrategyAdapter {
+    async fn init(&mut self, _context: &StrategyContext) -> Result<(), String> {
+        // Old strategy doesn't have init
+        Ok(())
+    }
+    
+    async fn on_data(&mut self, data: &MarketUpdate, _context: &StrategyContext) -> Vec<Signal> {
+        // Call sync method from async context
+        let signals = self.inner.on_market_data(data);
+        
+        // Convert old signals to new format
+        signals.into_iter().filter_map(|signal| {
+            match signal.signal_type {
+                crate::backtest::strategy::SignalType::Buy => {
+                    Some(Signal::Buy {
+                        symbol: signal.symbol,
+                        quantity: signal.quantity.unwrap_or(100.0),
+                        order_type: OrderType::Market,
+                    })
+                }
+                crate::backtest::strategy::SignalType::Sell => {
+                    Some(Signal::Sell {
+                        symbol: signal.symbol,
+                        quantity: signal.quantity.unwrap_or(100.0),
+                        order_type: OrderType::Market,
+                    })
+                }
+                crate::backtest::strategy::SignalType::Close => {
+                    // Could map to cancel, but for now skip
+                    None
+                }
+            }
+        }).collect()
+    }
+    
+    async fn on_fill(&mut self, _order_id: &str, fill: &Fill, _context: &StrategyContext) {
+        // Extract symbol from order_id if possible, otherwise use placeholder
+        let symbol = "UNKNOWN";
+        let side = "buy"; // Would need to track this
+        self.inner.on_fill(symbol, fill.quantity, fill.price, side);
+    }
+    
+    async fn shutdown(&mut self, _context: &StrategyContext) -> Result<(), String> {
+        // Old strategy doesn't have shutdown
+        Ok(())
+    }
+    
+    fn get_state(&self) -> serde_json::Value {
+        serde_json::json!({
+            "adapter": "OldToNewStrategyAdapter",
+            "inner_strategy": self.inner.get_name(),
+            "parameters": self.inner.get_parameters()
+        })
+    }
+}
+
--- a/apps/stock/engine/src/analytics/market_impact.rs
+++ b/apps/stock/engine/src/analytics/market_impact.rs
--- a/apps/stock/engine/src/analytics/mod.rs
+++ b/apps/stock/engine/src/analytics/mod.rs
--- a/apps/stock/engine/src/analytics/transaction_costs.rs
+++ b/apps/stock/engine/src/analytics/transaction_costs.rs
--- a/apps/stock/engine/src/api/backtest.rs
+++ b/apps/stock/engine/src/api/backtest.rs
--- a/apps/stock/engine/src/api/indicators.rs
+++ b/apps/stock/engine/src/api/indicators.rs
--- a/apps/stock/engine/src/api/mod.rs
+++ b/apps/stock/engine/src/api/mod.rs
--- a/apps/stock/engine/src/api/risk.rs
+++ b/apps/stock/engine/src/api/risk.rs
--- a/apps/stock/engine/src/api_new/backtest.rs
+++ b/apps/stock/engine/src/api_new/backtest.rs
@ -0,0 +1,86 @@
+use napi_derive::napi;
+use napi::bindgen_prelude::*;
+use std::sync::Arc;
+use chrono::{DateTime, Utc};
+
+#[napi]
+pub struct BacktestAPI {
+    core: Arc<crate::TradingCore>,
+}
+
+impl BacktestAPI {
+    pub fn new(core: Arc<crate::TradingCore>) -> Self {
+        Self { core }
+    }
+}
+
+#[napi]
+impl BacktestAPI {
+    #[napi]
+    pub async fn configure(
+        &self,
+        start_date: String,
+        end_date: String,
+        symbols: Vec<String>,
+        initial_capital: f64,
+        commission: f64,
+        slippage: f64,
+    ) -> Result<()> {
+        // Parse dates
+        let start = DateTime::parse_from_rfc3339(&start_date)
+            .map_err(|e| Error::from_reason(format!("Invalid start date: {}", e)))?
+            .with_timezone(&Utc);
+        let end = DateTime::parse_from_rfc3339(&end_date)
+            .map_err(|e| Error::from_reason(format!("Invalid end date: {}", e)))?
+            .with_timezone(&Utc);
+            
+        // Configure backtest parameters
+        if let crate::TradingMode::Backtest { .. } = self.core.get_mode() {
+            // Update backtest configuration
+            todo!("Update backtest configuration")
+        } else {
+            return Err(Error::from_reason("Not in backtest mode"));
+        }
+    }
+    
+    #[napi]
+    pub async fn load_data(&self, data_source: String) -> Result<()> {
+        // Load historical data for backtest
+        todo!("Load historical data")
+    }
+    
+    #[napi]
+    pub async fn run(&self) -> Result<JsObject> {
+        // Run the backtest
+        if let crate::TradingMode::Backtest { .. } = self.core.get_mode() {
+            // Execute backtest
+            todo!("Execute backtest")
+        } else {
+            return Err(Error::from_reason("Not in backtest mode"));
+        }
+    }
+    
+    #[napi]
+    pub fn get_progress(&self) -> Result<f64> {
+        // Get backtest progress (0.0 to 1.0)
+        todo!("Get backtest progress")
+    }
+    
+    #[napi]
+    pub fn pause(&self) -> Result<()> {
+        // Pause backtest execution
+        todo!("Pause backtest")
+    }
+    
+    #[napi]
+    pub fn resume(&self) -> Result<()> {
+        // Resume backtest execution
+        todo!("Resume backtest")
+    }
+    
+    #[napi]
+    pub fn get_results(&self) -> Result<JsObject> {
+        // Get backtest results
+        todo!("Get backtest results")
+    }
+}
--- a/apps/stock/engine/src/api_new/market_data.rs
+++ b/apps/stock/engine/src/api_new/market_data.rs
@ -0,0 +1,51 @@
+use napi_derive::napi;
+use napi::bindgen_prelude::*;
+use std::sync::Arc;
+
+#[napi]
+pub struct MarketDataAPI {
+    core: Arc<crate::TradingCore>,
+}
+
+impl MarketDataAPI {
+    pub fn new(core: Arc<crate::TradingCore>) -> Self {
+        Self { core }
+    }
+}
+
+#[napi]
+impl MarketDataAPI {
+    #[napi]
+    pub async fn subscribe(&self, symbols: Vec<String>) -> Result<()> {
+        // Subscribe to market data for symbols
+        self.core.subscribe_market_data(symbols)
+            .await
+            .map_err(|e| Error::from_reason(e))
+    }
+    
+    #[napi]
+    pub async fn unsubscribe(&self, symbols: Vec<String>) -> Result<()> {
+        // Unsubscribe from market data
+        self.core.unsubscribe_market_data(symbols)
+            .await
+            .map_err(|e| Error::from_reason(e))
+    }
+    
+    #[napi]
+    pub fn get_latest_quote(&self, symbol: String) -> Result<JsObject> {
+        // Get latest quote for symbol
+        let quote = self.core.orderbook_manager
+            .get_best_bid_ask(&symbol)
+            .ok_or_else(|| Error::from_reason("No quote available"))?;
+            
+        // Convert to JS object
+        // Note: In real implementation, would properly convert Quote to JsObject
+        todo!("Convert quote to JsObject")
+    }
+    
+    #[napi]
+    pub fn get_latest_bar(&self, symbol: String) -> Result<JsObject> {
+        // Get latest bar for symbol
+        todo!("Get latest bar implementation")
+    }
+}
--- a/apps/stock/engine/src/api_new/mod.rs
+++ b/apps/stock/engine/src/api_new/mod.rs
@ -0,0 +1,76 @@
+use napi_derive::napi;
+
+pub mod market_data;
+pub mod orders;
+pub mod positions;
+pub mod backtest;
+pub mod strategies;
+pub mod system;
+
+// Main API entry point
+#[napi]
+pub struct TradingAPI {
+    inner: std::sync::Arc<crate::TradingCore>,
+}
+
+#[napi]
+impl TradingAPI {
+    #[napi(constructor)]
+    pub fn new(mode: String) -> napi::Result<Self> {
+        let trading_mode = parse_mode(&mode)?;
+        let core = crate::TradingCore::new(trading_mode)
+            .map_err(|e| napi::Error::from_reason(e))?;
+        
+        Ok(Self {
+            inner: std::sync::Arc::new(core),
+        })
+    }
+    
+    #[napi]
+    pub fn market_data(&self) -> market_data::MarketDataAPI {
+        market_data::MarketDataAPI::new(self.inner.clone())
+    }
+    
+    #[napi]
+    pub fn orders(&self) -> orders::OrdersAPI {
+        orders::OrdersAPI::new(self.inner.clone())
+    }
+    
+    #[napi]
+    pub fn positions(&self) -> positions::PositionsAPI {
+        positions::PositionsAPI::new(self.inner.clone())
+    }
+    
+    #[napi]
+    pub fn strategies(&self) -> strategies::StrategiesAPI {
+        strategies::StrategiesAPI::new(self.inner.clone())
+    }
+    
+    #[napi]
+    pub fn system(&self) -> system::SystemAPI {
+        system::SystemAPI::new(self.inner.clone())
+    }
+    
+    #[napi]
+    pub fn backtest(&self) -> backtest::BacktestAPI {
+        backtest::BacktestAPI::new(self.inner.clone())
+    }
+}
+
+fn parse_mode(mode: &str) -> napi::Result<crate::TradingMode> {
+    match mode {
+        "backtest" => Ok(crate::TradingMode::Backtest {
+            start_time: chrono::Utc::now(),
+            end_time: chrono::Utc::now(),
+            speed_multiplier: 1.0,
+        }),
+        "paper" => Ok(crate::TradingMode::Paper {
+            starting_capital: 100_000.0,
+        }),
+        "live" => Ok(crate::TradingMode::Live {
+            broker: "default".to_string(),
+            account_id: "default".to_string(),
+        }),
+        _ => Err(napi::Error::from_reason(format!("Unknown mode: {}", mode))),
+    }
+}
--- a/apps/stock/engine/src/api_new/orders.rs
+++ b/apps/stock/engine/src/api_new/orders.rs
@ -0,0 +1,87 @@
+use napi_derive::napi;
+use napi::bindgen_prelude::*;
+use std::sync::Arc;
+
+#[napi]
+pub struct OrdersAPI {
+    core: Arc<crate::TradingCore>,
+}
+
+impl OrdersAPI {
+    pub fn new(core: Arc<crate::TradingCore>) -> Self {
+        Self { core }
+    }
+}
+
+#[napi]
+impl OrdersAPI {
+    #[napi]
+    pub async fn submit_order(
+        &self,
+        symbol: String,
+        side: String,
+        quantity: f64,
+        order_type: String,
+        limit_price: Option<f64>,
+        stop_price: Option<f64>,
+    ) -> Result<String> {
+        let side = match side.as_str() {
+            "buy" => crate::Side::Buy,
+            "sell" => crate::Side::Sell,
+            _ => return Err(Error::from_reason("Invalid side")),
+        };
+        
+        let order_type = match order_type.as_str() {
+            "market" => crate::OrderType::Market,
+            "limit" => {
+                let price = limit_price.ok_or_else(|| Error::from_reason("Limit price required"))?;
+                crate::OrderType::Limit { price }
+            }
+            "stop" => {
+                let price = stop_price.ok_or_else(|| Error::from_reason("Stop price required"))?;
+                crate::OrderType::Stop { stop_price: price }
+            }
+            "stop_limit" => {
+                let stop = stop_price.ok_or_else(|| Error::from_reason("Stop price required"))?;
+                let limit = limit_price.ok_or_else(|| Error::from_reason("Limit price required"))?;
+                crate::OrderType::StopLimit { stop_price: stop, limit_price: limit }
+            }
+            _ => return Err(Error::from_reason("Invalid order type")),
+        };
+        
+        let order = crate::Order {
+            id: uuid::Uuid::new_v4().to_string(),
+            symbol,
+            side,
+            quantity,
+            order_type,
+            time_in_force: crate::TimeInForce::Day,
+        };
+        
+        let result = self.core.execution_handler
+            .write()
+            .execute_order(order)
+            .await
+            .map_err(|e| Error::from_reason(e))?;
+            
+        Ok(result.order_id)
+    }
+    
+    #[napi]
+    pub async fn cancel_order(&self, order_id: String) -> Result<()> {
+        // Cancel order implementation
+        todo!("Cancel order implementation")
+    }
+    
+    #[napi]
+    pub fn get_pending_orders(&self) -> Result<Vec<JsObject>> {
+        // Get pending orders
+        todo!("Get pending orders implementation")
+    }
+    
+    #[napi]
+    pub fn get_order_history(&self) -> Result<Vec<JsObject>> {
+        // Get order history
+        todo!("Get order history implementation")
+    }
+}
--- a/apps/stock/engine/src/api_new/positions.rs
+++ b/apps/stock/engine/src/api_new/positions.rs
@ -0,0 +1,67 @@
+use napi_derive::napi;
+use napi::bindgen_prelude::*;
+use std::sync::Arc;
+
+#[napi]
+pub struct PositionsAPI {
+    core: Arc<crate::TradingCore>,
+}
+
+impl PositionsAPI {
+    pub fn new(core: Arc<crate::TradingCore>) -> Self {
+        Self { core }
+    }
+}
+
+#[napi]
+impl PositionsAPI {
+    #[napi]
+    pub fn get_position(&self, symbol: String) -> Result<JsObject> {
+        let position = self.core.position_tracker
+            .get_position(&symbol)
+            .ok_or_else(|| Error::from_reason("No position found"))?;
+            
+        // Convert position to JsObject
+        todo!("Convert position to JsObject")
+    }
+    
+    #[napi]
+    pub fn get_all_positions(&self) -> Result<Vec<JsObject>> {
+        let positions = self.core.position_tracker.get_all_positions();
+        
+        // Convert positions to JsObjects
+        todo!("Convert positions to JsObjects")
+    }
+    
+    #[napi]
+    pub fn get_closed_trades(&self) -> Result<Vec<JsObject>> {
+        let trades = self.core.position_tracker.get_closed_trades();
+        
+        // Convert trades to JsObjects
+        todo!("Convert trades to JsObjects")
+    }
+    
+    #[napi]
+    pub fn get_pnl(&self, symbol: Option<String>) -> Result<f64> {
+        if let Some(sym) = symbol {
+            // Get P&L for specific symbol
+            let position = self.core.position_tracker
+                .get_position(&sym)
+                .ok_or_else(|| Error::from_reason("No position found"))?;
+            Ok(position.realized_pnl + position.unrealized_pnl)
+        } else {
+            // Get total P&L
+            let positions = self.core.position_tracker.get_all_positions();
+            let total_pnl = positions.into_iter()
+                .map(|p| p.realized_pnl + p.unrealized_pnl)
+                .sum();
+            Ok(total_pnl)
+        }
+    }
+    
+    #[napi]
+    pub fn get_portfolio_value(&self) -> Result<f64> {
+        // Calculate total portfolio value
+        todo!("Calculate portfolio value")
+    }
+}
--- a/apps/stock/engine/src/api_new/strategies.rs
+++ b/apps/stock/engine/src/api_new/strategies.rs
@ -0,0 +1,76 @@
+use napi_derive::napi;
+use napi::bindgen_prelude::*;
+use std::sync::Arc;
+
+#[napi]
+pub struct StrategiesAPI {
+    core: Arc<crate::TradingCore>,
+}
+
+impl StrategiesAPI {
+    pub fn new(core: Arc<crate::TradingCore>) -> Self {
+        Self { core }
+    }
+}
+
+#[napi]
+impl StrategiesAPI {
+    #[napi]
+    pub async fn add_strategy(
+        &self,
+        name: String,
+        strategy_type: String,
+        parameters: String,
+    ) -> Result<String> {
+        // Parse parameters from JSON string
+        let params: serde_json::Value = serde_json::from_str(&parameters)
+            .map_err(|e| Error::from_reason(format!("Invalid parameters: {}", e)))?;
+            
+        // Create strategy based on type
+        let strategy = match strategy_type.as_str() {
+            "sma_crossover" => {
+                // Create SMA crossover strategy
+                todo!("Create SMA strategy")
+            }
+            "momentum" => {
+                // Create momentum strategy
+                todo!("Create momentum strategy")
+            }
+            _ => return Err(Error::from_reason("Unknown strategy type")),
+        };
+        
+        // Add strategy to core
+        todo!("Add strategy to core")
+    }
+    
+    #[napi]
+    pub async fn remove_strategy(&self, strategy_id: String) -> Result<()> {
+        // Remove strategy
+        todo!("Remove strategy implementation")
+    }
+    
+    #[napi]
+    pub fn get_strategies(&self) -> Result<Vec<JsObject>> {
+        // Get all active strategies
+        todo!("Get strategies implementation")
+    }
+    
+    #[napi]
+    pub async fn update_strategy_parameters(
+        &self,
+        strategy_id: String,
+        parameters: String,
+    ) -> Result<()> {
+        // Parse and update parameters
+        let params: serde_json::Value = serde_json::from_str(&parameters)
+            .map_err(|e| Error::from_reason(format!("Invalid parameters: {}", e)))?;
+            
+        todo!("Update strategy parameters")
+    }
+    
+    #[napi]
+    pub fn get_strategy_performance(&self, strategy_id: String) -> Result<JsObject> {
+        // Get performance metrics for strategy
+        todo!("Get strategy performance")
+    }
+}
--- a/apps/stock/engine/src/api_new/system.rs
+++ b/apps/stock/engine/src/api_new/system.rs
@ -0,0 +1,77 @@
+use napi_derive::napi;
+use napi::bindgen_prelude::*;
+use std::sync::Arc;
+
+#[napi]
+pub struct SystemAPI {
+    core: Arc<crate::TradingCore>,
+}
+
+impl SystemAPI {
+    pub fn new(core: Arc<crate::TradingCore>) -> Self {
+        Self { core }
+    }
+}
+
+#[napi]
+impl SystemAPI {
+    #[napi]
+    pub async fn start(&self) -> Result<()> {
+        // Start the trading system
+        match self.core.get_mode() {
+            crate::TradingMode::Backtest { .. } => {
+                // Start backtest processing
+                todo!("Start backtest")
+            }
+            crate::TradingMode::Paper { .. } => {
+                // Start paper trading
+                todo!("Start paper trading")
+            }
+            crate::TradingMode::Live { .. } => {
+                // Start live trading
+                todo!("Start live trading")
+            }
+        }
+    }
+    
+    #[napi]
+    pub async fn stop(&self) -> Result<()> {
+        // Stop the trading system
+        todo!("Stop trading system")
+    }
+    
+    #[napi]
+    pub fn get_mode(&self) -> String {
+        match self.core.get_mode() {
+            crate::TradingMode::Backtest { .. } => "backtest".to_string(),
+            crate::TradingMode::Paper { .. } => "paper".to_string(),
+            crate::TradingMode::Live { .. } => "live".to_string(),
+        }
+    }
+    
+    #[napi]
+    pub fn get_current_time(&self) -> String {
+        self.core.get_time().to_rfc3339()
+    }
+    
+    #[napi]
+    pub fn set_risk_limits(&self, limits: String) -> Result<()> {
+        // Parse and set risk limits
+        let limits: serde_json::Value = serde_json::from_str(&limits)
+            .map_err(|e| Error::from_reason(format!("Invalid limits: {}", e)))?;
+            
+        todo!("Set risk limits")
+    }
+    
+    #[napi]
+    pub fn get_risk_metrics(&self) -> Result<JsObject> {
+        // Get current risk metrics
+        todo!("Get risk metrics")
+    }
+    
+    #[napi]
+    pub fn get_analytics(&self) -> Result<JsObject> {
+        // Get trading analytics
+        todo!("Get analytics")
+    }
+}
--- a/apps/stock/engine/src/backtest/engine.rs
+++ b/apps/stock/engine/src/backtest/engine.rs
--- a/apps/stock/engine/src/backtest/event.rs
+++ b/apps/stock/engine/src/backtest/event.rs
--- a/apps/stock/engine/src/backtest/metrics_calculator.rs
+++ b/apps/stock/engine/src/backtest/metrics_calculator.rs
--- a/apps/stock/engine/src/backtest/mod.rs
+++ b/apps/stock/engine/src/backtest/mod.rs
--- a/apps/stock/engine/src/backtest/results.rs
+++ b/apps/stock/engine/src/backtest/results.rs
--- a/apps/stock/engine/src/backtest/simple_results.rs
+++ b/apps/stock/engine/src/backtest/simple_results.rs
--- a/apps/stock/engine/src/backtest/strategy.rs
+++ b/apps/stock/engine/src/backtest/strategy.rs
--- a/apps/stock/engine/src/backtest/trade_tracker.rs
+++ b/apps/stock/engine/src/backtest/trade_tracker.rs
--- a/apps/stock/engine/src/core/execution_handlers.rs
+++ b/apps/stock/engine/src/core/execution_handlers.rs
--- a/apps/stock/engine/src/core/market_data_sources.rs
+++ b/apps/stock/engine/src/core/market_data_sources.rs
--- a/apps/stock/engine/src/core/market_microstructure.rs
+++ b/apps/stock/engine/src/core/market_microstructure.rs
--- a/apps/stock/engine/src/core/mock_data_generator.rs
+++ b/apps/stock/engine/src/core/mock_data_generator.rs
--- a/apps/stock/engine/src/core/mod.rs
+++ b/apps/stock/engine/src/core/mod.rs
--- a/apps/stock/engine/src/core/time_providers.rs
+++ b/apps/stock/engine/src/core/time_providers.rs
--- a/apps/stock/engine/src/domain.bak/events.rs
+++ b/apps/stock/engine/src/domain.bak/events.rs
@ -0,0 +1,65 @@
+use chrono::{DateTime, Utc};
+use serde::{Serialize, Deserialize};
+use super::{Order, Fill, MarketUpdate, Position};
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub enum EventType {
+    MarketData(MarketUpdate),
+    OrderSubmitted(Order),
+    OrderFilled { order_id: String, fill: Fill },
+    OrderCancelled { order_id: String },
+    OrderRejected { order_id: String, reason: String },
+    PositionUpdate(Position),
+    RiskAlert { message: String, severity: RiskSeverity },
+    SystemStatus { status: SystemStatus },
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub enum RiskSeverity {
+    Info,
+    Warning,
+    Critical,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub enum SystemStatus {
+    Starting,
+    Running,
+    Paused,
+    Stopping,
+    Error(String),
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Event {
+    pub id: String,
+    pub timestamp: DateTime<Utc>,
+    pub event_type: EventType,
+}
+
+impl Event {
+    pub fn new(event_type: EventType) -> Self {
+        Self {
+            id: uuid::Uuid::new_v4().to_string(),
+            timestamp: Utc::now(),
+            event_type,
+        }
+    }
+    
+    pub fn market_data(data: MarketUpdate) -> Self {
+        Self::new(EventType::MarketData(data))
+    }
+    
+    pub fn order_submitted(order: Order) -> Self {
+        Self::new(EventType::OrderSubmitted(order))
+    }
+    
+    pub fn order_filled(order_id: String, fill: Fill) -> Self {
+        Self::new(EventType::OrderFilled { order_id, fill })
+    }
+}
+
+pub trait EventHandler: Send + Sync {
+    fn handle_event(&self, event: &Event);
+    fn event_types(&self) -> Vec<String>; // Which event types this handler is interested in
+}
--- a/apps/stock/engine/src/domain.bak/market.rs
+++ b/apps/stock/engine/src/domain.bak/market.rs
@ -0,0 +1,44 @@
+use chrono::{DateTime, Utc};
+use serde::{Serialize, Deserialize};
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Quote {
+    pub bid: f64,
+    pub ask: f64,
+    pub bid_size: f64,
+    pub ask_size: f64,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Bar {
+    pub open: f64,
+    pub high: f64,
+    pub low: f64,
+    pub close: f64,
+    pub volume: f64,
+    pub vwap: Option<f64>,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Trade {
+    pub price: f64,
+    pub size: f64,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+#[serde(tag = "type")]
+pub enum MarketDataType {
+    Quote(Quote),
+    Bar(Bar),
+    Trade(Trade),
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct MarketUpdate {
+    pub symbol: String,
+    pub timestamp: DateTime<Utc>,
+    pub data: MarketDataType,
+}
+
+// Type alias for compatibility
+pub type MarketData = MarketUpdate;
--- a/apps/stock/engine/src/domain.bak/mod.rs
+++ b/apps/stock/engine/src/domain.bak/mod.rs
@ -0,0 +1,10 @@
+pub mod market;
+pub mod orders;
+pub mod positions;
+pub mod events;
+
+// Re-export commonly used types
+pub use market::{Quote, Bar, Trade, MarketUpdate, MarketDataType};
+pub use orders::{Order, OrderType, OrderStatus, TimeInForce, Side, Fill};
+pub use positions::{Position, PositionUpdate};
+pub use events::{Event, EventType, EventHandler};
--- a/apps/stock/engine/src/domain.bak/orders.rs
+++ b/apps/stock/engine/src/domain.bak/orders.rs
@ -0,0 +1,104 @@
+use chrono::{DateTime, Utc};
+use serde::{Serialize, Deserialize};
+use std::fmt;
+
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
+pub enum Side {
+    Buy,
+    Sell,
+}
+
+impl fmt::Display for Side {
+    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
+        match self {
+            Side::Buy => write!(f, "buy"),
+            Side::Sell => write!(f, "sell"),
+        }
+    }
+}
+
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
+pub enum OrderType {
+    Market,
+    Limit,
+    Stop,
+    StopLimit,
+}
+
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
+pub enum OrderStatus {
+    Pending,
+    Submitted,
+    PartiallyFilled,
+    Filled,
+    Cancelled,
+    Rejected,
+}
+
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
+pub enum TimeInForce {
+    Day,
+    GTC,    // Good Till Cancelled
+    IOC,    // Immediate or Cancel
+    FOK,    // Fill or Kill
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Order {
+    pub id: String,
+    pub symbol: String,
+    pub side: Side,
+    pub quantity: f64,
+    pub order_type: OrderType,
+    pub limit_price: Option<f64>,
+    pub stop_price: Option<f64>,
+    pub time_in_force: TimeInForce,
+    pub status: OrderStatus,
+    pub submitted_at: Option<DateTime<Utc>>,
+    pub filled_quantity: f64,
+    pub average_fill_price: Option<f64>,
+}
+
+impl Order {
+    pub fn new_market_order(symbol: String, side: Side, quantity: f64) -> Self {
+        Self {
+            id: uuid::Uuid::new_v4().to_string(),
+            symbol,
+            side,
+            quantity,
+            order_type: OrderType::Market,
+            limit_price: None,
+            stop_price: None,
+            time_in_force: TimeInForce::Day,
+            status: OrderStatus::Pending,
+            submitted_at: None,
+            filled_quantity: 0.0,
+            average_fill_price: None,
+        }
+    }
+    
+    pub fn new_limit_order(symbol: String, side: Side, quantity: f64, limit_price: f64) -> Self {
+        Self {
+            id: uuid::Uuid::new_v4().to_string(),
+            symbol,
+            side,
+            quantity,
+            order_type: OrderType::Limit,
+            limit_price: Some(limit_price),
+            stop_price: None,
+            time_in_force: TimeInForce::Day,
+            status: OrderStatus::Pending,
+            submitted_at: None,
+            filled_quantity: 0.0,
+            average_fill_price: None,
+        }
+    }
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Fill {
+    pub timestamp: DateTime<Utc>,
+    pub price: f64,
+    pub quantity: f64,
+    pub commission: f64,
+}
--- a/apps/stock/engine/src/domain.bak/positions.rs
+++ b/apps/stock/engine/src/domain.bak/positions.rs
@ -0,0 +1,59 @@
+use chrono::{DateTime, Utc};
+use serde::{Serialize, Deserialize};
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Position {
+    pub symbol: String,
+    pub quantity: f64,
+    pub average_price: f64,
+    pub realized_pnl: f64,
+    pub unrealized_pnl: f64,
+    pub last_update: DateTime<Utc>,
+}
+
+impl Position {
+    pub fn new(symbol: String) -> Self {
+        Self {
+            symbol,
+            quantity: 0.0,
+            average_price: 0.0,
+            realized_pnl: 0.0,
+            unrealized_pnl: 0.0,
+            last_update: Utc::now(),
+        }
+    }
+    
+    pub fn is_long(&self) -> bool {
+        self.quantity > 0.0
+    }
+    
+    pub fn is_short(&self) -> bool {
+        self.quantity < 0.0
+    }
+    
+    pub fn is_flat(&self) -> bool {
+        self.quantity.abs() < f64::EPSILON
+    }
+    
+    pub fn market_value(&self, current_price: f64) -> f64 {
+        self.quantity * current_price
+    }
+    
+    pub fn calculate_unrealized_pnl(&self, current_price: f64) -> f64 {
+        if self.is_flat() {
+            0.0
+        } else if self.is_long() {
+            (current_price - self.average_price) * self.quantity
+        } else {
+            (self.average_price - current_price) * self.quantity.abs()
+        }
+    }
+}
+
+#[derive(Debug, Clone)]
+pub struct PositionUpdate {
+    pub symbol: String,
+    pub previous_position: Option<Position>,
+    pub resulting_position: Position,
+    pub realized_pnl: f64,
+}
--- a/apps/stock/engine/src/events.bak/mod.rs
+++ b/apps/stock/engine/src/events.bak/mod.rs
@ -0,0 +1,91 @@
+use std::sync::Arc;
+use parking_lot::RwLock;
+use std::collections::HashMap;
+use crate::domain::{Event, EventHandler};
+use tokio::sync::mpsc;
+
+pub struct EventBus {
+    handlers: Arc<RwLock<HashMap<String, Vec<Arc<dyn EventHandler>>>>>,
+    sender: mpsc::UnboundedSender<Event>,
+}
+
+impl EventBus {
+    pub fn new() -> (Self, mpsc::UnboundedReceiver<Event>) {
+        let (sender, receiver) = mpsc::unbounded_channel();
+        let bus = Self {
+            handlers: Arc::new(RwLock::new(HashMap::new())),
+            sender,
+        };
+        (bus, receiver)
+    }
+    
+    pub fn subscribe(&self, event_type: String, handler: Arc<dyn EventHandler>) {
+        let mut handlers = self.handlers.write();
+        handlers.entry(event_type).or_insert_with(Vec::new).push(handler);
+    }
+    
+    pub fn publish(&self, event: Event) -> Result<(), String> {
+        // Send to async handler
+        self.sender.send(event.clone())
+            .map_err(|_| "Failed to send event".to_string())?;
+            
+        // Also handle synchronously for immediate handlers
+        let event_type = match &event.event_type {
+            crate::domain::EventType::MarketData(_) => "market_data",
+            crate::domain::EventType::OrderSubmitted(_) => "order_submitted",
+            crate::domain::EventType::OrderFilled { .. } => "order_filled",
+            crate::domain::EventType::OrderCancelled { .. } => "order_cancelled",
+            crate::domain::EventType::OrderRejected { .. } => "order_rejected",
+            crate::domain::EventType::PositionUpdate(_) => "position_update",
+            crate::domain::EventType::RiskAlert { .. } => "risk_alert",
+            crate::domain::EventType::SystemStatus { .. } => "system_status",
+        };
+        
+        let handlers = self.handlers.read();
+        if let Some(event_handlers) = handlers.get(event_type) {
+            for handler in event_handlers {
+                handler.handle_event(&event);
+            }
+        }
+        
+        Ok(())
+    }
+}
+
+// Simple event processor that runs in the background
+pub struct EventProcessor {
+    receiver: mpsc::UnboundedReceiver<Event>,
+    handlers: Arc<RwLock<HashMap<String, Vec<Arc<dyn EventHandler>>>>>,
+}
+
+impl EventProcessor {
+    pub fn new(
+        receiver: mpsc::UnboundedReceiver<Event>,
+        handlers: Arc<RwLock<HashMap<String, Vec<Arc<dyn EventHandler>>>>>,
+    ) -> Self {
+        Self { receiver, handlers }
+    }
+    
+    pub async fn run(mut self) {
+        while let Some(event) = self.receiver.recv().await {
+            // Process event asynchronously
+            let event_type = match &event.event_type {
+                crate::domain::EventType::MarketData(_) => "market_data",
+                crate::domain::EventType::OrderSubmitted(_) => "order_submitted",
+                crate::domain::EventType::OrderFilled { .. } => "order_filled",
+                crate::domain::EventType::OrderCancelled { .. } => "order_cancelled",
+                crate::domain::EventType::OrderRejected { .. } => "order_rejected",
+                crate::domain::EventType::PositionUpdate(_) => "position_update",
+                crate::domain::EventType::RiskAlert { .. } => "risk_alert",
+                crate::domain::EventType::SystemStatus { .. } => "system_status",
+            };
+            
+            let handlers = self.handlers.read();
+            if let Some(event_handlers) = handlers.get(event_type) {
+                for handler in event_handlers {
+                    handler.handle_event(&event);
+                }
+            }
+        }
+    }
+}
--- a/apps/stock/engine/src/indicators/atr.rs
+++ b/apps/stock/engine/src/indicators/atr.rs
--- a/apps/stock/engine/src/indicators/bollinger_bands.rs
+++ b/apps/stock/engine/src/indicators/bollinger_bands.rs
--- a/apps/stock/engine/src/indicators/common.rs
+++ b/apps/stock/engine/src/indicators/common.rs
--- a/apps/stock/engine/src/indicators/ema.rs
+++ b/apps/stock/engine/src/indicators/ema.rs
--- a/apps/stock/engine/src/indicators/macd.rs
+++ b/apps/stock/engine/src/indicators/macd.rs
--- a/apps/stock/engine/src/indicators/mod.rs
+++ b/apps/stock/engine/src/indicators/mod.rs
--- a/apps/stock/engine/src/indicators/rsi.rs
+++ b/apps/stock/engine/src/indicators/rsi.rs
--- a/apps/stock/engine/src/indicators/sma.rs
+++ b/apps/stock/engine/src/indicators/sma.rs
--- a/apps/stock/engine/src/indicators/stochastic.rs
+++ b/apps/stock/engine/src/indicators/stochastic.rs
--- a/apps/stock/engine/src/lib.rs
+++ b/apps/stock/engine/src/lib.rs
@ -1,9 +1,12 @@
 #![deny(clippy::all)]

+// Existing modules
 pub mod core;
+pub mod adapters;
 pub mod orderbook;
 pub mod risk;
 pub mod positions;
+#[cfg(not(test))]
 pub mod api;
 pub mod analytics;
 pub mod indicators;
--- a/apps/stock/engine/src/lib_new.rs
+++ b/apps/stock/engine/src/lib_new.rs
@ -0,0 +1,67 @@
+#![deny(clippy::all)]
+
+// Domain modules
+pub mod domain;
+pub mod events;
+pub mod modes;
+
+// Core functionality modules
+pub mod core;
+pub mod orderbook;
+pub mod risk;
+pub mod positions;
+pub mod analytics;
+pub mod indicators;
+pub mod backtest;
+pub mod strategies;
+
+// API layer
+pub mod api;
+
+// Re-export commonly used types from domain
+pub use domain::{
+    // Market types
+    Quote, Bar, Trade, MarketUpdate, MarketDataType,
+    // Order types
+    Order, OrderType, OrderStatus, TimeInForce, Side, Fill,
+    // Position types
+    Position, PositionUpdate,
+    // Event types
+    Event, EventType, EventHandler,
+};
+
+// Re-export mode types
+pub use modes::{TradingMode, TradingEngine};
+
+// Re-export other commonly used types
+pub use positions::{PositionTracker, TradeRecord, ClosedTrade};
+pub use risk::{RiskLimits, RiskCheckResult, RiskMetrics};
+
+// Core traits that define the system's abstractions
+use chrono::{DateTime, Utc};
+use std::sync::Arc;
+use async_trait::async_trait;
+
+#[async_trait]
+pub trait MarketDataSource: Send + Sync {
+    async fn get_next_update(&mut self) -> Option<MarketUpdate>;
+    fn seek_to_time(&mut self, timestamp: DateTime<Utc>) -> Result<(), String>;
+    fn as_any(&self) -> &dyn std::any::Any;
+    fn as_any_mut(&mut self) -> &mut dyn std::any::Any;
+}
+
+#[async_trait]
+pub trait ExecutionHandler: Send + Sync {
+    async fn submit_order(&self, order: &Order) -> Result<String, String>;
+    async fn cancel_order(&self, order_id: &str) -> Result<(), String>;
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String>;
+}
+
+pub trait TimeProvider: Send + Sync {
+    fn now(&self) -> DateTime<Utc>;
+    fn as_any(&self) -> &dyn std::any::Any;
+}
+
+pub trait FillSimulator: Send + Sync {
+    fn simulate_fill(&self, order: &Order, market_price: f64) -> Option<Fill>;
+}
--- a/apps/stock/engine/src/lib_simplified.rs
+++ b/apps/stock/engine/src/lib_simplified.rs
@ -0,0 +1,123 @@
+#![deny(clippy::all)]
+
+// Domain modules - core types and abstractions
+pub mod domain;
+pub mod events;
+pub mod modes;
+pub mod strategies;
+
+// Core functionality modules
+pub mod core;
+pub mod orderbook;
+pub mod risk;
+pub mod positions;
+pub mod analytics;
+pub mod indicators;
+pub mod backtest;
+
+// API layer
+pub mod api;
+
+// Re-export all domain types
+pub use domain::*;
+
+// Re-export event system
+pub use events::{Event, EventType, EventBus, EventHandler};
+
+// Re-export mode types and engine trait
+pub use modes::{TradingMode, TradingEngine};
+
+// Re-export strategy framework
+pub use strategies::framework::{Strategy, StrategyContext, Signal, SignalAction};
+
+// Re-export position tracking
+pub use positions::{PositionTracker, TradeRecord, ClosedTrade};
+
+// Re-export risk management
+pub use risk::{RiskLimits, RiskCheckResult, RiskMetrics, RiskEngine};
+
+// Re-export analytics
+pub use analytics::{AnalyticsEngine, PerformanceMetrics};
+
+// Re-export indicators
+pub use indicators::{Indicator, IndicatorSet};
+
+// Re-export backtest types
+pub use backtest::{BacktestEngine, BacktestResults};
+
+// Re-export API
+pub use api::TradingAPI;
+
+// Core system traits
+use async_trait::async_trait;
+use chrono::{DateTime, Utc};
+
+/// Source of market data - can be historical files, live feed, or simulated
+#[async_trait]
+pub trait MarketDataSource: Send + Sync {
+    async fn get_next_update(&mut self) -> Option<MarketUpdate>;
+    fn seek_to_time(&mut self, timestamp: DateTime<Utc>) -> Result<(), String>;
+}
+
+/// Handles order execution - can be simulated, paper, or live broker
+#[async_trait]
+pub trait ExecutionHandler: Send + Sync {
+    async fn submit_order(&self, order: &Order) -> Result<String, String>;
+    async fn cancel_order(&self, order_id: &str) -> Result<(), String>;
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String>;
+}
+
+/// Provides current time - can be simulated time for backtest or real time
+pub trait TimeProvider: Send + Sync {
+    fn now(&self) -> DateTime<Utc>;
+    fn sleep_until(&self, target: DateTime<Utc>) -> Result<(), String>;
+}
+
+/// Simulates order fills for backtest/paper trading
+pub trait FillSimulator: Send + Sync {
+    fn simulate_fill(&self, order: &Order, market_price: f64, spread: f64) -> Option<Fill>;
+}
+
+/// Main trading system that coordinates all components
+pub struct TradingCore {
+    mode: TradingMode,
+    engine: Box<dyn TradingEngine>,
+    event_bus: EventBus,
+    orderbook_manager: OrderBookManager,
+    position_tracker: PositionTracker,
+    risk_engine: RiskEngine,
+    analytics_engine: AnalyticsEngine,
+}
+
+impl TradingCore {
+    /// Create a new trading system for the specified mode
+    pub fn new(mode: TradingMode) -> Result<Self, String> {
+        let engine = modes::create_engine_for_mode(&mode)?;
+        let event_bus = EventBus::new();
+        
+        Ok(Self {
+            mode,
+            engine,
+            event_bus,
+            orderbook_manager: OrderBookManager::new(),
+            position_tracker: PositionTracker::new(),
+            risk_engine: RiskEngine::new(),
+            analytics_engine: AnalyticsEngine::new(),
+        })
+    }
+    
+    /// Start the trading system
+    pub async fn start(&mut self) -> Result<(), String> {
+        self.engine.start(&mut self.event_bus).await
+    }
+    
+    /// Stop the trading system
+    pub async fn stop(&mut self) -> Result<(), String> {
+        self.engine.stop().await
+    }
+    
+    /// Get current trading mode
+    pub fn mode(&self) -> &TradingMode {
+        &self.mode
+    }
+}
--- a/apps/stock/engine/src/modes.bak/backtest.rs
+++ b/apps/stock/engine/src/modes.bak/backtest.rs
@ -0,0 +1,291 @@
+use async_trait::async_trait;
+use chrono::{DateTime, Utc};
+use std::sync::Arc;
+use parking_lot::RwLock;
+use crate::{
+    MarketDataSource, ExecutionHandler, TimeProvider, FillSimulator,
+    MarketUpdate, Order, OrderStatus, Fill, OrderBookSnapshot,
+};
+use crate::events::EventBus;
+use crate::domain::{Event, EventType};
+use super::TradingEngine;
+
+/// Backtest-specific trading engine
+pub struct BacktestEngine {
+    start_time: DateTime<Utc>,
+    end_time: DateTime<Utc>,
+    current_time: DateTime<Utc>,
+    speed_multiplier: f64,
+    market_data: Box<dyn MarketDataSource>,
+    execution: BacktestExecutor,
+    is_running: Arc<RwLock<bool>>,
+}
+
+impl BacktestEngine {
+    pub fn new(
+        start_time: DateTime<Utc>,
+        end_time: DateTime<Utc>,
+        speed_multiplier: f64,
+        market_data: Box<dyn MarketDataSource>,
+    ) -> Self {
+        Self {
+            start_time,
+            end_time,
+            current_time: start_time,
+            speed_multiplier,
+            market_data,
+            execution: BacktestExecutor::new(),
+            is_running: Arc::new(RwLock::new(false)),
+        }
+    }
+}
+
+#[async_trait]
+impl TradingEngine for BacktestEngine {
+    async fn start(&mut self, event_bus: &mut EventBus) -> Result<(), String> {
+        *self.is_running.write() = true;
+        self.current_time = self.start_time;
+        
+        // Seek market data to start time
+        self.market_data.seek_to_time(self.start_time)?;
+        
+        // Emit start event
+        event_bus.publish(Event {
+            event_type: EventType::SystemStart,
+            timestamp: self.current_time,
+            data: serde_json::json!({
+                "mode": "backtest",
+                "start_time": self.start_time,
+                "end_time": self.end_time,
+            }),
+        }).await;
+        
+        // Main backtest loop
+        while *self.is_running.read() && self.current_time < self.end_time {
+            // Get next market update
+            if let Some(update) = self.market_data.get_next_update().await {
+                // Update current time
+                self.current_time = update.timestamp;
+                
+                // Publish market data event
+                event_bus.publish(Event {
+                    event_type: EventType::MarketData(update.clone()),
+                    timestamp: self.current_time,
+                    data: serde_json::Value::Null,
+                }).await;
+                
+                // Process any pending orders
+                self.execution.process_orders(&update, event_bus).await?;
+            } else {
+                // No more data
+                break;
+            }
+            
+            // Simulate time passing (for UI updates, etc.)
+            if self.speed_multiplier > 0.0 {
+                tokio::time::sleep(std::time::Duration::from_millis(
+                    (10.0 / self.speed_multiplier) as u64
+                )).await;
+            }
+        }
+        
+        // Emit stop event
+        event_bus.publish(Event {
+            event_type: EventType::SystemStop,
+            timestamp: self.current_time,
+            data: serde_json::json!({
+                "reason": "backtest_complete",
+                "end_time": self.current_time,
+            }),
+        }).await;
+        
+        Ok(())
+    }
+    
+    async fn stop(&mut self) -> Result<(), String> {
+        *self.is_running.write() = false;
+        Ok(())
+    }
+    
+    fn get_execution_handler(&self) -> Arc<dyn ExecutionHandler> {
+        Arc::new(self.execution.clone())
+    }
+    
+    fn get_time_provider(&self) -> Arc<dyn TimeProvider> {
+        Arc::new(BacktestTimeProvider {
+            current_time: self.current_time,
+        })
+    }
+}
+
+/// Backtest order executor
+#[derive(Clone)]
+struct BacktestExecutor {
+    pending_orders: Arc<RwLock<Vec<Order>>>,
+    order_history: Arc<RwLock<Vec<(Order, OrderStatus)>>>,
+    fill_simulator: BacktestFillSimulator,
+}
+
+impl BacktestExecutor {
+    fn new() -> Self {
+        Self {
+            pending_orders: Arc::new(RwLock::new(Vec::new())),
+            order_history: Arc::new(RwLock::new(Vec::new())),
+            fill_simulator: BacktestFillSimulator::new(),
+        }
+    }
+    
+    async fn process_orders(
+        &self,
+        market_update: &MarketUpdate,
+        event_bus: &mut EventBus,
+    ) -> Result<(), String> {
+        let mut orders = self.pending_orders.write();
+        let mut filled_indices = Vec::new();
+        
+        for (idx, order) in orders.iter().enumerate() {
+            if order.symbol != market_update.symbol {
+                continue;
+            }
+            
+            // Try to fill the order
+            if let Some(fill) = self.fill_simulator.try_fill(order, market_update) {
+                // Emit fill event
+                event_bus.publish(Event {
+                    event_type: EventType::OrderFill {
+                        order_id: order.id.clone(),
+                        fill: fill.clone(),
+                    },
+                    timestamp: market_update.timestamp,
+                    data: serde_json::Value::Null,
+                }).await;
+                
+                filled_indices.push(idx);
+            }
+        }
+        
+        // Remove filled orders
+        for idx in filled_indices.into_iter().rev() {
+            let order = orders.remove(idx);
+            self.order_history.write().push((order, OrderStatus::Filled));
+        }
+        
+        Ok(())
+    }
+}
+
+#[async_trait]
+impl ExecutionHandler for BacktestExecutor {
+    async fn submit_order(&self, order: &Order) -> Result<String, String> {
+        let order_id = order.id.clone();
+        self.pending_orders.write().push(order.clone());
+        Ok(order_id)
+    }
+    
+    async fn cancel_order(&self, order_id: &str) -> Result<(), String> {
+        let mut orders = self.pending_orders.write();
+        if let Some(pos) = orders.iter().position(|o| o.id == order_id) {
+            let order = orders.remove(pos);
+            self.order_history.write().push((order, OrderStatus::Cancelled));
+            Ok(())
+        } else {
+            Err("Order not found".to_string())
+        }
+    }
+    
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String> {
+        // Check pending orders
+        if self.pending_orders.read().iter().any(|o| o.id == order_id) {
+            return Ok(OrderStatus::Pending);
+        }
+        
+        // Check history
+        if let Some((_, status)) = self.order_history.read()
+            .iter()
+            .find(|(o, _)| o.id == order_id) {
+            return Ok(status.clone());
+        }
+        
+        Err("Order not found".to_string())
+    }
+}
+
+/// Backtest time provider
+struct BacktestTimeProvider {
+    current_time: DateTime<Utc>,
+}
+
+impl TimeProvider for BacktestTimeProvider {
+    fn now(&self) -> DateTime<Utc> {
+        self.current_time
+    }
+    
+    fn sleep_until(&self, _target: DateTime<Utc>) -> Result<(), String> {
+        // In backtest, we don't actually sleep
+        Ok(())
+    }
+}
+
+/// Backtest fill simulator
+#[derive(Clone)]
+struct BacktestFillSimulator {
+    commission_rate: f64,
+    slippage_bps: f64,
+}
+
+impl BacktestFillSimulator {
+    fn new() -> Self {
+        Self {
+            commission_rate: 0.001, // 0.1%
+            slippage_bps: 5.0, // 5 basis points
+        }
+    }
+    
+    fn try_fill(&self, order: &Order, market_update: &MarketUpdate) -> Option<Fill> {
+        match &market_update.data {
+            crate::MarketDataType::Quote(quote) => {
+                self.simulate_fill(order, quote.bid, quote.ask - quote.bid)
+            }
+            crate::MarketDataType::Trade(trade) => {
+                self.simulate_fill(order, trade.price, 0.0001 * trade.price) // 1bp spread estimate
+            }
+            crate::MarketDataType::Bar(bar) => {
+                // Use close price with estimated spread
+                self.simulate_fill(order, bar.close, 0.0002 * bar.close) // 2bp spread estimate
+            }
+        }
+    }
+}
+
+impl FillSimulator for BacktestFillSimulator {
+    fn simulate_fill(&self, order: &Order, market_price: f64, spread: f64) -> Option<Fill> {
+        let fill_price = match order.order_type {
+            crate::OrderType::Market => {
+                // Fill at market with slippage
+                let slippage = market_price * self.slippage_bps / 10000.0;
+                match order.side {
+                    crate::Side::Buy => market_price + spread/2.0 + slippage,
+                    crate::Side::Sell => market_price - spread/2.0 - slippage,
+                }
+            }
+            crate::OrderType::Limit { price } => {
+                // Check if limit price is satisfied
+                match order.side {
+                    crate::Side::Buy if price >= market_price + spread/2.0 => price,
+                    crate::Side::Sell if price <= market_price - spread/2.0 => price,
+                    _ => return None, // Limit not satisfied
+                }
+            }
+            _ => return None, // Other order types not implemented yet
+        };
+        
+        let commission = fill_price * order.quantity * self.commission_rate;
+        
+        Some(Fill {
+            timestamp: chrono::Utc::now(), // Will be overridden by engine
+            price: fill_price,
+            quantity: order.quantity,
+            commission,
+        })
+    }
+}
--- a/apps/stock/engine/src/modes.bak/live.rs
+++ b/apps/stock/engine/src/modes.bak/live.rs
@ -0,0 +1,290 @@
+use async_trait::async_trait;
+use chrono::{DateTime, Utc};
+use std::sync::Arc;
+use parking_lot::RwLock;
+use tokio::sync::mpsc;
+use crate::{
+    ExecutionHandler, TimeProvider,
+    Order, OrderStatus, Fill,
+};
+use crate::events::EventBus;
+use crate::domain::{Event, EventType};
+use super::TradingEngine;
+
+/// Live trading engine - connects to real brokers
+pub struct LiveEngine {
+    broker: String,
+    account_id: String,
+    broker_connection: Arc<dyn BrokerConnection>,
+    is_running: Arc<RwLock<bool>>,
+    shutdown_tx: Option<mpsc::Sender<()>>,
+}
+
+/// Trait for broker connections
+#[async_trait]
+pub trait BrokerConnection: Send + Sync {
+    async fn connect(&mut self, account_id: &str) -> Result<(), String>;
+    async fn disconnect(&mut self) -> Result<(), String>;
+    async fn subscribe_market_data(&mut self, symbols: Vec<String>) -> Result<(), String>;
+    async fn submit_order(&self, order: &Order) -> Result<String, String>;
+    async fn cancel_order(&self, order_id: &str) -> Result<(), String>;
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String>;
+    async fn get_positions(&self) -> Result<Vec<crate::Position>, String>;
+    async fn get_account_info(&self) -> Result<AccountInfo, String>;
+}
+
+#[derive(Debug, Clone)]
+pub struct AccountInfo {
+    pub cash: f64,
+    pub buying_power: f64,
+    pub portfolio_value: f64,
+    pub day_trades_remaining: Option<u32>,
+}
+
+impl LiveEngine {
+    pub fn new(
+        broker: String,
+        account_id: String,
+        broker_connection: Arc<dyn BrokerConnection>,
+    ) -> Self {
+        Self {
+            broker,
+            account_id,
+            broker_connection,
+            is_running: Arc::new(RwLock::new(false)),
+            shutdown_tx: None,
+        }
+    }
+}
+
+#[async_trait]
+impl TradingEngine for LiveEngine {
+    async fn start(&mut self, event_bus: &mut EventBus) -> Result<(), String> {
+        *self.is_running.write() = true;
+        
+        // Connect to broker
+        self.broker_connection.connect(&self.account_id).await?;
+        
+        // Get initial account info
+        let account_info = self.broker_connection.get_account_info().await?;
+        
+        let (shutdown_tx, mut shutdown_rx) = mpsc::channel(1);
+        self.shutdown_tx = Some(shutdown_tx);
+        
+        // Emit start event
+        event_bus.publish(Event {
+            event_type: EventType::SystemStart,
+            timestamp: Utc::now(),
+            data: serde_json::json!({
+                "mode": "live",
+                "broker": self.broker,
+                "account_id": self.account_id,
+                "account_info": {
+                    "cash": account_info.cash,
+                    "buying_power": account_info.buying_power,
+                    "portfolio_value": account_info.portfolio_value,
+                },
+            }),
+        }).await;
+        
+        // Main live trading loop
+        loop {
+            tokio::select! {
+                _ = shutdown_rx.recv() => {
+                    break;
+                }
+                _ = tokio::time::sleep(std::time::Duration::from_secs(1)) => {
+                    // Periodic tasks (e.g., check positions, risk)
+                    if !*self.is_running.read() {
+                        break;
+                    }
+                    
+                    // Could emit periodic status updates here
+                }
+            }
+        }
+        
+        // Disconnect from broker
+        self.broker_connection.disconnect().await?;
+        
+        // Emit stop event
+        event_bus.publish(Event {
+            event_type: EventType::SystemStop,
+            timestamp: Utc::now(),
+            data: serde_json::json!({
+                "reason": "live_trading_stopped",
+            }),
+        }).await;
+        
+        Ok(())
+    }
+    
+    async fn stop(&mut self) -> Result<(), String> {
+        *self.is_running.write() = false;
+        if let Some(tx) = self.shutdown_tx.take() {
+            let _ = tx.send(()).await;
+        }
+        Ok(())
+    }
+    
+    fn get_execution_handler(&self) -> Arc<dyn ExecutionHandler> {
+        Arc::new(LiveExecutor {
+            broker_connection: self.broker_connection.clone(),
+        })
+    }
+    
+    fn get_time_provider(&self) -> Arc<dyn TimeProvider> {
+        Arc::new(RealTimeProvider)
+    }
+}
+
+/// Live order executor - delegates to broker
+#[derive(Clone)]
+struct LiveExecutor {
+    broker_connection: Arc<dyn BrokerConnection>,
+}
+
+#[async_trait]
+impl ExecutionHandler for LiveExecutor {
+    async fn submit_order(&self, order: &Order) -> Result<String, String> {
+        // Validate order
+        if order.quantity <= 0.0 {
+            return Err("Invalid order quantity".to_string());
+        }
+        
+        // Submit to broker
+        self.broker_connection.submit_order(order).await
+    }
+    
+    async fn cancel_order(&self, order_id: &str) -> Result<(), String> {
+        self.broker_connection.cancel_order(order_id).await
+    }
+    
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String> {
+        self.broker_connection.get_order_status(order_id).await
+    }
+}
+
+/// Real-time provider for live trading
+struct RealTimeProvider;
+
+impl TimeProvider for RealTimeProvider {
+    fn now(&self) -> DateTime<Utc> {
+        Utc::now()
+    }
+    
+    fn sleep_until(&self, target: DateTime<Utc>) -> Result<(), String> {
+        let now = Utc::now();
+        if target > now {
+            let duration = target.signed_duration_since(now);
+            std::thread::sleep(duration.to_std().unwrap_or_default());
+        }
+        Ok(())
+    }
+}
+
+// Example broker implementations would go here
+// For now, we'll create a mock broker for testing
+
+/// Mock broker for testing
+pub struct MockBroker {
+    is_connected: bool,
+    orders: Arc<RwLock<Vec<(Order, OrderStatus)>>>,
+}
+
+impl MockBroker {
+    pub fn new() -> Self {
+        Self {
+            is_connected: false,
+            orders: Arc::new(RwLock::new(Vec::new())),
+        }
+    }
+}
+
+#[async_trait]
+impl BrokerConnection for MockBroker {
+    async fn connect(&mut self, _account_id: &str) -> Result<(), String> {
+        self.is_connected = true;
+        Ok(())
+    }
+    
+    async fn disconnect(&mut self) -> Result<(), String> {
+        self.is_connected = false;
+        Ok(())
+    }
+    
+    async fn subscribe_market_data(&mut self, _symbols: Vec<String>) -> Result<(), String> {
+        if !self.is_connected {
+            return Err("Not connected".to_string());
+        }
+        Ok(())
+    }
+    
+    async fn submit_order(&self, order: &Order) -> Result<String, String> {
+        if !self.is_connected {
+            return Err("Not connected".to_string());
+        }
+        
+        let order_id = order.id.clone();
+        self.orders.write().push((order.clone(), OrderStatus::Pending));
+        
+        // Simulate order being filled after a delay
+        let orders = self.orders.clone();
+        let order_id_clone = order_id.clone();
+        tokio::spawn(async move {
+            tokio::time::sleep(std::time::Duration::from_millis(100)).await;
+            let mut orders = orders.write();
+            if let Some(pos) = orders.iter().position(|(o, _)| o.id == order_id_clone) {
+                orders[pos].1 = OrderStatus::Filled;
+            }
+        });
+        
+        Ok(order_id)
+    }
+    
+    async fn cancel_order(&self, order_id: &str) -> Result<(), String> {
+        if !self.is_connected {
+            return Err("Not connected".to_string());
+        }
+        
+        let mut orders = self.orders.write();
+        if let Some(pos) = orders.iter().position(|(o, _)| o.id == order_id) {
+            orders[pos].1 = OrderStatus::Cancelled;
+            Ok(())
+        } else {
+            Err("Order not found".to_string())
+        }
+    }
+    
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String> {
+        if !self.is_connected {
+            return Err("Not connected".to_string());
+        }
+        
+        let orders = self.orders.read();
+        if let Some((_, status)) = orders.iter().find(|(o, _)| o.id == order_id) {
+            Ok(status.clone())
+        } else {
+            Err("Order not found".to_string())
+        }
+    }
+    
+    async fn get_positions(&self) -> Result<Vec<crate::Position>, String> {
+        if !self.is_connected {
+            return Err("Not connected".to_string());
+        }
+        Ok(Vec::new())
+    }
+    
+    async fn get_account_info(&self) -> Result<AccountInfo, String> {
+        if !self.is_connected {
+            return Err("Not connected".to_string());
+        }
+        Ok(AccountInfo {
+            cash: 100_000.0,
+            buying_power: 400_000.0,
+            portfolio_value: 100_000.0,
+            day_trades_remaining: Some(3),
+        })
+    }
+}
--- a/apps/stock/engine/src/modes.bak/mod.rs
+++ b/apps/stock/engine/src/modes.bak/mod.rs
@ -0,0 +1,106 @@
+use async_trait::async_trait;
+use crate::events::EventBus;
+use crate::{ExecutionHandler, TimeProvider, MarketDataSource};
+use std::sync::Arc;
+
+pub mod backtest;
+pub mod paper;
+pub mod live;
+
+pub use backtest::BacktestEngine;
+pub use paper::PaperEngine;
+pub use live::{LiveEngine, BrokerConnection};
+
+/// Trading mode configuration
+#[derive(Debug, Clone)]
+pub enum TradingMode {
+    Backtest {
+        start_time: chrono::DateTime<chrono::Utc>,
+        end_time: chrono::DateTime<chrono::Utc>,
+        speed_multiplier: f64,
+    },
+    Paper {
+        starting_capital: f64,
+    },
+    Live {
+        broker: String,
+        account_id: String,
+    },
+}
+
+/// Common interface for all trading engines
+#[async_trait]
+pub trait TradingEngine: Send + Sync {
+    /// Start the trading engine
+    async fn start(&mut self, event_bus: &mut EventBus) -> Result<(), String>;
+    
+    /// Stop the trading engine
+    async fn stop(&mut self) -> Result<(), String>;
+    
+    /// Get the execution handler for this mode
+    fn get_execution_handler(&self) -> Arc<dyn ExecutionHandler>;
+    
+    /// Get the time provider for this mode
+    fn get_time_provider(&self) -> Arc<dyn TimeProvider>;
+}
+
+/// Create a trading engine for the specified mode
+pub fn create_engine_for_mode(
+    mode: &TradingMode,
+) -> Result<Box<dyn TradingEngine>, String> {
+    match mode {
+        TradingMode::Backtest { start_time, end_time, speed_multiplier } => {
+            // For backtest, we need to create a market data source
+            // This would typically load historical data
+            let market_data = create_backtest_data_source()?;
+            
+            Ok(Box::new(BacktestEngine::new(
+                *start_time,
+                *end_time,
+                *speed_multiplier,
+                market_data,
+            )))
+        }
+        TradingMode::Paper { starting_capital } => {
+            // For paper trading, we need a real-time data source
+            let market_data = create_realtime_data_source()?;
+            
+            Ok(Box::new(PaperEngine::new(
+                *starting_capital,
+                market_data,
+            )))
+        }
+        TradingMode::Live { broker, account_id } => {
+            // For live trading, we need a broker connection
+            let broker_connection = create_broker_connection(broker)?;
+            
+            Ok(Box::new(LiveEngine::new(
+                broker.clone(),
+                account_id.clone(),
+                broker_connection,
+            )))
+        }
+    }
+}
+
+// Helper functions to create data sources and broker connections
+// These would be implemented based on your specific requirements
+
+fn create_backtest_data_source() -> Result<Box<dyn MarketDataSource>, String> {
+    // TODO: Implement actual backtest data source
+    // For now, return a placeholder
+    Err("Backtest data source not implemented yet".to_string())
+}
+
+fn create_realtime_data_source() -> Result<Box<dyn MarketDataSource>, String> {
+    // TODO: Implement actual real-time data source
+    // For now, return a placeholder
+    Err("Real-time data source not implemented yet".to_string())
+}
+
+fn create_broker_connection(broker: &str) -> Result<Arc<dyn BrokerConnection>, String> {
+    match broker {
+        "mock" => Ok(Arc::new(live::MockBroker::new())),
+        _ => Err(format!("Unknown broker: {}", broker)),
+    }
+}
--- a/apps/stock/engine/src/modes.bak/paper.rs
+++ b/apps/stock/engine/src/modes.bak/paper.rs
@ -0,0 +1,306 @@
+use async_trait::async_trait;
+use chrono::{DateTime, Utc};
+use std::sync::Arc;
+use parking_lot::RwLock;
+use tokio::sync::mpsc;
+use crate::{
+    MarketDataSource, ExecutionHandler, TimeProvider, FillSimulator,
+    MarketUpdate, Order, OrderStatus, Fill,
+};
+use crate::events::EventBus;
+use crate::domain::{Event, EventType};
+use super::TradingEngine;
+
+/// Paper trading engine - simulates live trading without real money
+pub struct PaperEngine {
+    starting_capital: f64,
+    market_data: Box<dyn MarketDataSource>,
+    execution: PaperExecutor,
+    is_running: Arc<RwLock<bool>>,
+    shutdown_tx: Option<mpsc::Sender<()>>,
+}
+
+impl PaperEngine {
+    pub fn new(
+        starting_capital: f64,
+        market_data: Box<dyn MarketDataSource>,
+    ) -> Self {
+        Self {
+            starting_capital,
+            market_data,
+            execution: PaperExecutor::new(starting_capital),
+            is_running: Arc::new(RwLock::new(false)),
+            shutdown_tx: None,
+        }
+    }
+}
+
+#[async_trait]
+impl TradingEngine for PaperEngine {
+    async fn start(&mut self, event_bus: &mut EventBus) -> Result<(), String> {
+        *self.is_running.write() = true;
+        
+        let (shutdown_tx, mut shutdown_rx) = mpsc::channel(1);
+        self.shutdown_tx = Some(shutdown_tx);
+        
+        // Emit start event
+        event_bus.publish(Event {
+            event_type: EventType::SystemStart,
+            timestamp: Utc::now(),
+            data: serde_json::json!({
+                "mode": "paper",
+                "starting_capital": self.starting_capital,
+            }),
+        }).await;
+        
+        // Main paper trading loop
+        loop {
+            tokio::select! {
+                _ = shutdown_rx.recv() => {
+                    break;
+                }
+                update = self.market_data.get_next_update() => {
+                    if let Some(market_update) = update {
+                        // Publish market data event
+                        event_bus.publish(Event {
+                            event_type: EventType::MarketData(market_update.clone()),
+                            timestamp: Utc::now(),
+                            data: serde_json::Value::Null,
+                        }).await;
+                        
+                        // Process pending orders
+                        self.execution.process_orders(&market_update, event_bus).await?;
+                    }
+                }
+                _ = tokio::time::sleep(std::time::Duration::from_millis(100)) => {
+                    // Check if still running
+                    if !*self.is_running.read() {
+                        break;
+                    }
+                }
+            }
+        }
+        
+        // Emit stop event
+        event_bus.publish(Event {
+            event_type: EventType::SystemStop,
+            timestamp: Utc::now(),
+            data: serde_json::json!({
+                "reason": "paper_trading_stopped",
+            }),
+        }).await;
+        
+        Ok(())
+    }
+    
+    async fn stop(&mut self) -> Result<(), String> {
+        *self.is_running.write() = false;
+        if let Some(tx) = self.shutdown_tx.take() {
+            let _ = tx.send(()).await;
+        }
+        Ok(())
+    }
+    
+    fn get_execution_handler(&self) -> Arc<dyn ExecutionHandler> {
+        Arc::new(self.execution.clone())
+    }
+    
+    fn get_time_provider(&self) -> Arc<dyn TimeProvider> {
+        Arc::new(RealTimeProvider)
+    }
+}
+
+/// Paper trading order executor
+#[derive(Clone)]
+struct PaperExecutor {
+    cash: Arc<RwLock<f64>>,
+    pending_orders: Arc<RwLock<Vec<Order>>>,
+    order_history: Arc<RwLock<Vec<(Order, OrderStatus)>>>,
+    fill_simulator: PaperFillSimulator,
+}
+
+impl PaperExecutor {
+    fn new(starting_capital: f64) -> Self {
+        Self {
+            cash: Arc::new(RwLock::new(starting_capital)),
+            pending_orders: Arc::new(RwLock::new(Vec::new())),
+            order_history: Arc::new(RwLock::new(Vec::new())),
+            fill_simulator: PaperFillSimulator::new(),
+        }
+    }
+    
+    async fn process_orders(
+        &self,
+        market_update: &MarketUpdate,
+        event_bus: &mut EventBus,
+    ) -> Result<(), String> {
+        let mut orders = self.pending_orders.write();
+        let mut filled_indices = Vec::new();
+        
+        for (idx, order) in orders.iter().enumerate() {
+            if order.symbol != market_update.symbol {
+                continue;
+            }
+            
+            // Try to fill the order
+            if let Some(fill) = self.fill_simulator.try_fill(order, market_update) {
+                // Check if we have enough cash for buy orders
+                if order.side == crate::Side::Buy {
+                    let required_cash = fill.price * fill.quantity + fill.commission;
+                    let mut cash = self.cash.write();
+                    if *cash >= required_cash {
+                        *cash -= required_cash;
+                    } else {
+                        continue; // Skip this order
+                    }
+                } else {
+                    // For sell orders, add cash
+                    let proceeds = fill.price * fill.quantity - fill.commission;
+                    *self.cash.write() += proceeds;
+                }
+                
+                // Emit fill event
+                event_bus.publish(Event {
+                    event_type: EventType::OrderFill {
+                        order_id: order.id.clone(),
+                        fill: fill.clone(),
+                    },
+                    timestamp: Utc::now(),
+                    data: serde_json::json!({
+                        "cash_after": *self.cash.read(),
+                    }),
+                }).await;
+                
+                filled_indices.push(idx);
+            }
+        }
+        
+        // Remove filled orders
+        for idx in filled_indices.into_iter().rev() {
+            let order = orders.remove(idx);
+            self.order_history.write().push((order, OrderStatus::Filled));
+        }
+        
+        Ok(())
+    }
+}
+
+#[async_trait]
+impl ExecutionHandler for PaperExecutor {
+    async fn submit_order(&self, order: &Order) -> Result<String, String> {
+        // Basic validation
+        if order.quantity <= 0.0 {
+            return Err("Invalid order quantity".to_string());
+        }
+        
+        let order_id = order.id.clone();
+        self.pending_orders.write().push(order.clone());
+        Ok(order_id)
+    }
+    
+    async fn cancel_order(&self, order_id: &str) -> Result<(), String> {
+        let mut orders = self.pending_orders.write();
+        if let Some(pos) = orders.iter().position(|o| o.id == order_id) {
+            let order = orders.remove(pos);
+            self.order_history.write().push((order, OrderStatus::Cancelled));
+            Ok(())
+        } else {
+            Err("Order not found".to_string())
+        }
+    }
+    
+    async fn get_order_status(&self, order_id: &str) -> Result<OrderStatus, String> {
+        // Check pending orders
+        if self.pending_orders.read().iter().any(|o| o.id == order_id) {
+            return Ok(OrderStatus::Pending);
+        }
+        
+        // Check history
+        if let Some((_, status)) = self.order_history.read()
+            .iter()
+            .find(|(o, _)| o.id == order_id) {
+            return Ok(status.clone());
+        }
+        
+        Err("Order not found".to_string())
+    }
+}
+
+/// Real-time provider for paper trading
+struct RealTimeProvider;
+
+impl TimeProvider for RealTimeProvider {
+    fn now(&self) -> DateTime<Utc> {
+        Utc::now()
+    }
+    
+    fn sleep_until(&self, target: DateTime<Utc>) -> Result<(), String> {
+        let now = Utc::now();
+        if target > now {
+            let duration = target.signed_duration_since(now);
+            std::thread::sleep(duration.to_std().unwrap_or_default());
+        }
+        Ok(())
+    }
+}
+
+/// Paper trading fill simulator
+#[derive(Clone)]
+struct PaperFillSimulator {
+    commission_rate: f64,
+    slippage_bps: f64,
+}
+
+impl PaperFillSimulator {
+    fn new() -> Self {
+        Self {
+            commission_rate: 0.001, // 0.1%
+            slippage_bps: 3.0, // 3 basis points (less than backtest)
+        }
+    }
+    
+    fn try_fill(&self, order: &Order, market_update: &MarketUpdate) -> Option<Fill> {
+        match &market_update.data {
+            crate::MarketDataType::Quote(quote) => {
+                self.simulate_fill(order, quote.bid, quote.ask - quote.bid)
+            }
+            crate::MarketDataType::Trade(trade) => {
+                self.simulate_fill(order, trade.price, 0.0001 * trade.price)
+            }
+            crate::MarketDataType::Bar(bar) => {
+                self.simulate_fill(order, bar.close, 0.0002 * bar.close)
+            }
+        }
+    }
+}
+
+impl FillSimulator for PaperFillSimulator {
+    fn simulate_fill(&self, order: &Order, market_price: f64, spread: f64) -> Option<Fill> {
+        let fill_price = match order.order_type {
+            crate::OrderType::Market => {
+                let slippage = market_price * self.slippage_bps / 10000.0;
+                match order.side {
+                    crate::Side::Buy => market_price + spread/2.0 + slippage,
+                    crate::Side::Sell => market_price - spread/2.0 - slippage,
+                }
+            }
+            crate::OrderType::Limit { price } => {
+                match order.side {
+                    crate::Side::Buy if price >= market_price + spread/2.0 => price,
+                    crate::Side::Sell if price <= market_price - spread/2.0 => price,
+                    _ => return None,
+                }
+            }
+            _ => return None,
+        };
+        
+        let commission = fill_price * order.quantity * self.commission_rate;
+        
+        Some(Fill {
+            timestamp: Utc::now(),
+            price: fill_price,
+            quantity: order.quantity,
+            commission,
+        })
+    }
+}
--- a/apps/stock/engine/src/orderbook/analytics.rs
+++ b/apps/stock/engine/src/orderbook/analytics.rs
--- a/apps/stock/engine/src/orderbook/mod.rs
+++ b/apps/stock/engine/src/orderbook/mod.rs
--- a/apps/stock/engine/src/positions/mod.rs
+++ b/apps/stock/engine/src/positions/mod.rs
--- a/apps/stock/engine/src/risk/bet_sizing.rs
+++ b/apps/stock/engine/src/risk/bet_sizing.rs
--- a/apps/stock/engine/src/risk/mod.rs
+++ b/apps/stock/engine/src/risk/mod.rs
--- a/apps/stock/engine/src/risk/portfolio.rs
+++ b/apps/stock/engine/src/risk/portfolio.rs
--- a/apps/stock/engine/src/strategies/framework/mod.rs
+++ b/apps/stock/engine/src/strategies/framework/mod.rs
@ -0,0 +1,114 @@
+use async_trait::async_trait;
+use serde_json::Value;
+use crate::domain::{MarketUpdate, Fill, Order, Side};
+use crate::indicators::IndicatorSet;
+use std::collections::HashMap;
+
+/// Context provided to strategies
+pub struct StrategyContext {
+    pub portfolio_value: f64,
+    pub cash: f64,
+    pub positions: HashMap<String, f64>,
+    pub pending_orders: Vec<Order>,
+    pub indicators: IndicatorSet,
+}
+
+/// Signal generated by a strategy
+#[derive(Debug, Clone)]
+pub struct Signal {
+    pub symbol: String,
+    pub action: SignalAction,
+    pub quantity: Option<f64>,
+    pub confidence: f64, // 0.0 to 1.0
+    pub reason: String,
+    pub metadata: Option<Value>,
+}
+
+#[derive(Debug, Clone)]
+pub enum SignalAction {
+    Buy,
+    Sell,
+    Close,
+    Hold,
+}
+
+/// Core strategy trait with lifecycle methods
+#[async_trait]
+pub trait Strategy: Send + Sync {
+    /// Called once when strategy is initialized
+    async fn init(&mut self, context: &StrategyContext) -> Result<(), String>;
+    
+    /// Called when trading starts
+    async fn on_start(&mut self) -> Result<(), String>;
+    
+    /// Called for each market data update
+    async fn on_data(&mut self, data: &MarketUpdate, context: &StrategyContext) -> Vec<Signal>;
+    
+    /// Called when an order is filled
+    async fn on_fill(&mut self, order_id: &str, fill: &Fill, context: &StrategyContext);
+    
+    /// Called periodically (e.g., every minute)
+    async fn on_timer(&mut self, context: &StrategyContext) -> Vec<Signal> {
+        Vec::new() // Default: no signals on timer
+    }
+    
+    /// Called when trading stops
+    async fn on_stop(&mut self) -> Result<(), String>;
+    
+    /// Get strategy name
+    fn name(&self) -> &str;
+    
+    /// Get strategy parameters
+    fn parameters(&self) -> Value;
+    
+    /// Update strategy parameters
+    fn update_parameters(&mut self, params: Value) -> Result<(), String>;
+}
+
+/// Base implementation that strategies can extend
+pub struct BaseStrategy {
+    name: String,
+    parameters: Value,
+}
+
+impl BaseStrategy {
+    pub fn new(name: String, parameters: Value) -> Self {
+        Self { name, parameters }
+    }
+}
+
+#[async_trait]
+impl Strategy for BaseStrategy {
+    async fn init(&mut self, _context: &StrategyContext) -> Result<(), String> {
+        Ok(())
+    }
+    
+    async fn on_start(&mut self) -> Result<(), String> {
+        Ok(())
+    }
+    
+    async fn on_data(&mut self, _data: &MarketUpdate, _context: &StrategyContext) -> Vec<Signal> {
+        Vec::new()
+    }
+    
+    async fn on_fill(&mut self, _order_id: &str, _fill: &Fill, _context: &StrategyContext) {
+        // Default: no action
+    }
+    
+    async fn on_stop(&mut self) -> Result<(), String> {
+        Ok(())
+    }
+    
+    fn name(&self) -> &str {
+        &self.name
+    }
+    
+    fn parameters(&self) -> Value {
+        self.parameters.clone()
+    }
+    
+    fn update_parameters(&mut self, params: Value) -> Result<(), String> {
+        self.parameters = params;
+        Ok(())
+    }
+}
--- a/apps/stock/engine/src/strategies/mean_reversion.rs
+++ b/apps/stock/engine/src/strategies/mean_reversion.rs
--- a/apps/stock/engine/src/strategies/mean_reversion_fixed.rs
+++ b/apps/stock/engine/src/strategies/mean_reversion_fixed.rs
--- a/apps/stock/engine/src/strategies/mod.rs
+++ b/apps/stock/engine/src/strategies/mod.rs
--- a/apps/stock/engine/src/strategies/momentum.rs
+++ b/apps/stock/engine/src/strategies/momentum.rs
--- a/apps/stock/engine/src/strategies/pairs_trading.rs
+++ b/apps/stock/engine/src/strategies/pairs_trading.rs
--- a/apps/stock/engine/tests/basic_tests.rs
+++ b/apps/stock/engine/tests/basic_tests.rs
@ -0,0 +1,143 @@
+use engine::{Order, OrderType, Side, TimeInForce, Quote, Bar, Trade, MarketDataType};
+use chrono::Utc;
+
+#[test]
+fn test_order_creation() {
+    let order = Order {
+        id: "test-order-1".to_string(),
+        symbol: "AAPL".to_string(),
+        side: Side::Buy,
+        quantity: 100.0,
+        order_type: OrderType::Market,
+        time_in_force: TimeInForce::Day,
+    };
+
+    assert_eq!(order.id, "test-order-1");
+    assert_eq!(order.symbol, "AAPL");
+    assert_eq!(order.side, Side::Buy);
+    assert_eq!(order.quantity, 100.0);
+}
+
+#[test]
+fn test_order_types() {
+    let market = OrderType::Market;
+    let limit = OrderType::Limit { price: 150.0 };
+    let stop = OrderType::Stop { stop_price: 145.0 };
+    let stop_limit = OrderType::StopLimit {
+        stop_price: 145.0,
+        limit_price: 144.5,
+    };
+
+    match limit {
+        OrderType::Limit { price } => assert_eq!(price, 150.0),
+        _ => panic!("Expected limit order"),
+    }
+
+    match stop {
+        OrderType::Stop { stop_price } => assert_eq!(stop_price, 145.0),
+        _ => panic!("Expected stop order"),
+    }
+
+    match stop_limit {
+        OrderType::StopLimit { stop_price, limit_price } => {
+            assert_eq!(stop_price, 145.0);
+            assert_eq!(limit_price, 144.5);
+        }
+        _ => panic!("Expected stop limit order"),
+    }
+
+    assert!(matches!(market, OrderType::Market));
+}
+
+#[test]
+fn test_quote_creation() {
+    let quote = Quote {
+        bid: 149.95,
+        ask: 150.05,
+        bid_size: 1000.0,
+        ask_size: 800.0,
+    };
+
+    assert_eq!(quote.bid, 149.95);
+    assert_eq!(quote.ask, 150.05);
+    assert_eq!(quote.bid_size, 1000.0);
+    assert_eq!(quote.ask_size, 800.0);
+}
+
+#[test]
+fn test_bar_creation() {
+    let bar = Bar {
+        open: 150.0,
+        high: 152.0,
+        low: 149.0,
+        close: 151.0,
+        volume: 1_000_000.0,
+        vwap: Some(150.5),
+    };
+
+    assert_eq!(bar.open, 150.0);
+    assert_eq!(bar.high, 152.0);
+    assert_eq!(bar.low, 149.0);
+    assert_eq!(bar.close, 151.0);
+    assert_eq!(bar.volume, 1_000_000.0);
+    assert_eq!(bar.vwap, Some(150.5));
+}
+
+#[test]
+fn test_trade_creation() {
+    let trade = Trade {
+        price: 150.0,
+        size: 500.0,
+        side: Side::Buy,
+    };
+
+    assert_eq!(trade.price, 150.0);
+    assert_eq!(trade.size, 500.0);
+    assert_eq!(trade.side, Side::Buy);
+}
+
+#[test]
+fn test_market_data_type() {
+    let quote = Quote {
+        bid: 149.95,
+        ask: 150.05,
+        bid_size: 100.0,
+        ask_size: 100.0,
+    };
+    
+    let quote_data = MarketDataType::Quote(quote.clone());
+    
+    match quote_data {
+        MarketDataType::Quote(q) => {
+            assert_eq!(q.bid, quote.bid);
+            assert_eq!(q.ask, quote.ask);
+        }
+        _ => panic!("Expected quote data"),
+    }
+    
+    let bar = Bar {
+        open: 150.0,
+        high: 152.0,
+        low: 149.0,
+        close: 151.0,
+        volume: 10000.0,
+        vwap: None,
+    };
+    
+    let bar_data = MarketDataType::Bar(bar.clone());
+    
+    match bar_data {
+        MarketDataType::Bar(b) => {
+            assert_eq!(b.open, bar.open);
+            assert_eq!(b.close, bar.close);
+        }
+        _ => panic!("Expected bar data"),
+    }
+}
+
+#[test]
+fn test_side_equality() {
+    assert_eq!(Side::Buy, Side::Buy);
+    assert_eq!(Side::Sell, Side::Sell);
+    assert_ne!(Side::Buy, Side::Sell);
+}
--- a/apps/stock/engine/tests/integration_test.rs
+++ b/apps/stock/engine/tests/integration_test.rs
@ -0,0 +1,52 @@
+// Simple integration test that verifies basic functionality
+
+use engine::{Order, OrderType, Side, TimeInForce, TradingMode};
+use chrono::Utc;
+
+#[test]
+fn test_trading_mode_creation() {
+    let backtest_mode = TradingMode::Backtest {
+        start_time: Utc::now(),
+        end_time: Utc::now(),
+        speed_multiplier: 1.0,
+    };
+    
+    match backtest_mode {
+        TradingMode::Backtest { speed_multiplier, .. } => {
+            assert_eq!(speed_multiplier, 1.0);
+        }
+        _ => panic!("Expected backtest mode"),
+    }
+    
+    let paper_mode = TradingMode::Paper {
+        starting_capital: 100_000.0,
+    };
+    
+    match paper_mode {
+        TradingMode::Paper { starting_capital } => {
+            assert_eq!(starting_capital, 100_000.0);
+        }
+        _ => panic!("Expected paper mode"),
+    }
+}
+
+#[test]
+fn test_order_with_limit_price() {
+    let order = Order {
+        id: "limit-order-1".to_string(),
+        symbol: "AAPL".to_string(),
+        side: Side::Buy,
+        quantity: 100.0,
+        order_type: OrderType::Limit { price: 150.0 },
+        time_in_force: TimeInForce::GTC,
+    };
+    
+    assert_eq!(order.symbol, "AAPL");
+    assert_eq!(order.side, Side::Buy);
+    assert_eq!(order.quantity, 100.0);
+    
+    match order.order_type {
+        OrderType::Limit { price } => assert_eq!(price, 150.0),
+        _ => panic!("Expected limit order"),
+    }
+}
--- a/apps/stock/engine/tests/lib.rs
+++ b/apps/stock/engine/tests/lib.rs
@ -0,0 +1,7 @@
+// Main test file for the engine crate
+
+#[cfg(test)]
+mod basic_tests;
+
+#[cfg(test)]
+mod integration_test;
--- a/apps/stock/orchestrator/debug-performance-values.ts
+++ b/apps/stock/orchestrator/debug-performance-values.ts
@ -1,149 +0,0 @@
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { StorageService } from './src/services/StorageService';
-import { ModeManager } from './src/core/ModeManager';
-import { MarketDataService } from './src/services/MarketDataService';
-import { ExecutionService } from './src/services/ExecutionService';
-import { IServiceContainer } from '@stock-bot/di';
-
-async function debugPerformanceValues() {
-  console.log('Debugging Performance Calculation Values...\n');
-  
-  // Create minimal service container with more logging
-  const container: IServiceContainer = {
-    logger: {
-      info: (msg: string, ...args: any[]) => {
-        // Log everything related to P&L and portfolio
-        if (msg.includes('P&L') || msg.includes('portfolio') || msg.includes('Portfolio') || 
-            msg.includes('equity') || msg.includes('Total') || msg.includes('pnl')) {
-          console.log('[INFO]', msg, ...args);
-        }
-      },
-      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
-      warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
-      debug: (msg: string, ...args: any[]) => {
-        if (msg.includes('P&L') || msg.includes('portfolio') || msg.includes('pnl')) {
-          console.log('[DEBUG]', msg, ...args);
-        }
-      },
-    } as any,
-    custom: {}
-  };
-
-  // Initialize services
-  const storageService = new StorageService();
-  const marketDataService = new MarketDataService(container);
-  const executionService = new ExecutionService(container);
-  const modeManager = new ModeManager(container, marketDataService, executionService, storageService);
-  const strategyManager = new StrategyManager(container);
-
-  // Set services in container
-  container.custom = {
-    MarketDataService: marketDataService,
-    ExecutionService: executionService,
-    ModeManager: modeManager,
-    StorageService: storageService
-  };
-
-  // Initialize backtest mode
-  await modeManager.initializeMode({
-    mode: 'backtest',
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-01-15T00:00:00Z',  // Just 15 days
-    speed: 'max',
-    symbols: ['TEST'],
-    initialCapital: 100000,
-    dataFrequency: '1d',
-    strategy: 'sma-crossover'
-  });
-
-  // Create backtest engine
-  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
-  
-  // Run backtest
-  const config = {
-    mode: 'backtest',
-    name: 'Debug Performance Values',
-    strategy: 'sma-crossover',
-    symbols: ['TEST'],
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-01-15T00:00:00Z',
-    initialCapital: 100000,
-    commission: 0.001,
-    slippage: 0.0001,
-    dataFrequency: '1d',
-    speed: 'max'
-  };
-  
-  console.log('Running backtest...');
-  const result = await backtestEngine.runBacktest(config);
-  
-  // Debug values
-  console.log('\n=== RAW VALUES DEBUG ===');
-  console.log(`Initial Capital: $${config.initialCapital}`);
-  console.log(`Reported Metrics:`);
-  console.log(`  - Total Return: ${result.metrics.totalReturn}%`);
-  console.log(`  - Sharpe Ratio: ${result.metrics.sharpeRatio}`);
-  console.log(`  - Max Drawdown: ${result.metrics.maxDrawdown}%`);
-  console.log(`  - Win Rate: ${result.metrics.winRate}%`);
-  console.log(`  - Total Trades: ${result.metrics.totalTrades}`);
-  
-  console.log('\n=== EQUITY CURVE VALUES ===');
-  console.log(`Equity Points: ${result.equity.length}`);
-  if (result.equity.length > 0) {
-    const first = result.equity[0];
-    const last = result.equity[result.equity.length - 1];
-    console.log(`First: ${first.date} => $${first.value}`);
-    console.log(`Last: ${last.date} => $${last.value}`);
-    
-    // Manual calculation
-    const manualReturn = ((last.value - first.value) / first.value) * 100;
-    console.log(`\nManual Total Return: ${manualReturn.toFixed(2)}%`);
-    console.log(`Difference from reported: ${Math.abs(manualReturn - result.metrics.totalReturn).toFixed(2)}%`);
-  }
-  
-  console.log('\n=== TRADE ANALYSIS ===');
-  console.log(`Closed Trades: ${result.trades.length}`);
-  if (result.trades.length > 0) {
-    const wins = result.trades.filter(t => t.pnl > 0);
-    const losses = result.trades.filter(t => t.pnl < 0);
-    const manualWinRate = (wins.length / result.trades.length) * 100;
-    
-    console.log(`Wins: ${wins.length}`);
-    console.log(`Losses: ${losses.length}`);
-    console.log(`Manual Win Rate: ${manualWinRate.toFixed(2)}%`);
-    
-    // Show P&L values
-    const totalPnL = result.trades.reduce((sum, t) => sum + t.pnl, 0);
-    console.log(`\nTotal P&L from trades: $${totalPnL.toFixed(2)}`);
-    
-    // Show first few trades
-    console.log('\nFirst 3 trades:');
-    result.trades.slice(0, 3).forEach((t, i) => {
-      console.log(`  ${i+1}. ${t.side} ${t.quantity} @ ${t.exitPrice} | P&L: $${t.pnl.toFixed(2)}`);
-    });
-  }
-  
-  // Check trading engine P&L
-  const tradingEngine = strategyManager.getTradingEngine();
-  if (tradingEngine) {
-    try {
-      const [realized, unrealized] = tradingEngine.getTotalPnl();
-      console.log('\n=== TRADING ENGINE P&L ===');
-      console.log(`Realized P&L: $${realized.toFixed(2)}`);
-      console.log(`Unrealized P&L: $${unrealized.toFixed(2)}`);
-      console.log(`Total P&L: $${(realized + unrealized).toFixed(2)}`);
-      console.log(`Portfolio Value: $${(config.initialCapital + realized + unrealized).toFixed(2)}`);
-    } catch (e) {
-      console.error('Failed to get P&L from trading engine:', e);
-    }
-  }
-  
-  console.log('\n=== TEST COMPLETE ===');
-  process.exit(0);
-}
-
-debugPerformanceValues().catch(error => {
-  console.error('Test failed:', error);
-  process.exit(1);
-});
--- a/apps/stock/orchestrator/docs/technical-indicators.md
+++ b/apps/stock/orchestrator/docs/technical-indicators.md
@ -6,7 +6,7 @@ The stock-bot orchestrator includes a high-performance Technical Analysis (TA) l

 The TA library consists of:
 1. **Rust Core**: High-performance indicator calculations in `apps/stock/core/src/indicators/`
-2. **NAPI Bindings**: TypeScript interfaces exposed through `@stock-bot/core`
+2. **NAPI Bindings**: TypeScript interfaces exposed through `@stock-bot/engine`
 3. **TypeScript Wrapper**: Convenient API in `orchestrator/src/indicators/TechnicalAnalysis.ts`

 ## Available Indicators
--- a/apps/stock/orchestrator/examples/advanced-risk-management.ts
+++ b/apps/stock/orchestrator/examples/advanced-risk-management.ts
@ -3,7 +3,7 @@
 * Demonstrates orderbook analytics, portfolio risk, and bet sizing
 */

-import { TradingEngine, RiskAnalyzer, OrderbookAnalyzer } from '@stock-bot/core';
+import { OrderbookAnalyzer, RiskAnalyzer, TradingEngine } from '@stock-bot/engine';
 import { getLogger } from '@stock-bot/logger';

 const logger = getLogger('AdvancedRiskExample');
--- a/apps/stock/orchestrator/examples/debug-rust-short-trades.ts
+++ b/apps/stock/orchestrator/examples/debug-rust-short-trades.ts
@ -1,4 +1,4 @@
-import { TradingEngine } from '@stock-bot/core';
+import { TradingEngine } from '@stock-bot/engine';

 async function debugRustShortTrades() {
  // Create engine config for backtest mode
--- a/apps/stock/orchestrator/examples/indicator-usage.ts
+++ b/apps/stock/orchestrator/examples/indicator-usage.ts
@ -2,8 +2,7 @@
 * Examples of using the Rust-based Technical Analysis library
 */

-import { TechnicalIndicators, IncrementalSMA, IncrementalEMA, IncrementalRSI } from '@stock-bot/core';
-import { TechnicalAnalysis, IncrementalIndicators, SignalGenerator } from '../src/indicators/TechnicalAnalysis';
+import { IncrementalIndicators, SignalGenerator, TechnicalAnalysis } from '../src/indicators/TechnicalAnalysis';

 // Example 1: Basic indicator calculations
 async function basicIndicatorExample() {
--- a/apps/stock/orchestrator/src/backtest/RustBacktestAdapter.ts
+++ b/apps/stock/orchestrator/src/backtest/RustBacktestAdapter.ts
@ -1,9 +1,9 @@
-import { EventEmitter } from 'events';
 import { IServiceContainer } from '@stock-bot/di';
-import { BacktestEngine as RustEngine } from '@stock-bot/core';
-import { BacktestConfig, BacktestResult } from '../types';
+import { BacktestEngine as RustEngine } from '@stock-bot/engine';
+import { EventEmitter } from 'events';
 import { StorageService } from '../services/StorageService';
-import { StrategyExecutor, SMACrossoverStrategy } from '../strategies/StrategyExecutor';
+import { SMACrossoverStrategy, StrategyExecutor } from '../strategies/StrategyExecutor';
+import { BacktestConfig, BacktestResult } from '../types';

 /**
 * Adapter that bridges the orchestrator with the Rust backtest engine
@ -208,7 +208,7 @@ export class RustBacktestAdapter extends EventEmitter {
  }

  private registerStrategy(strategyName: string, parameters: any): void {
-    if (!this.currentEngine) return;
+    if (!this.currentEngine) {return;}

    this.container.logger.info('Registering strategy', {
      strategyName,
--- a/apps/stock/orchestrator/src/backtest/RustBacktestEngine.ts
+++ b/apps/stock/orchestrator/src/backtest/RustBacktestEngine.ts
@ -1,8 +1,8 @@
-import { BacktestEngine as RustEngine } from '@stock-bot/core';
-import { RustStrategy } from '../strategies/RustStrategy';
-import { MarketData, BacktestConfig } from '../types';
-import { StorageService } from '../services/StorageService';
 import { IServiceContainer } from '@stock-bot/di';
+import { BacktestEngine as RustEngine } from '@stock-bot/engine';
+import { StorageService } from '../services/StorageService';
+import { RustStrategy } from '../strategies/RustStrategy';
+import { BacktestConfig } from '../types';

 export interface RustBacktestConfig {
  name: string;
--- a/apps/stock/orchestrator/src/core/ModeManager.ts
+++ b/apps/stock/orchestrator/src/core/ModeManager.ts
@ -1,10 +1,10 @@
-import { TradingEngine } from '@stock-bot/core';
 import { IServiceContainer } from '@stock-bot/di';
-import { TradingMode, ModeConfig, BacktestConfigSchema, PaperConfigSchema, LiveConfigSchema } from '../types';
-import { MarketDataService } from '../services/MarketDataService';
-import { ExecutionService } from '../services/ExecutionService';
-import { StorageService } from '../services/StorageService';
+import { TradingEngine } from '@stock-bot/engine';
 import { EventEmitter } from 'events';
+import { ExecutionService } from '../services/ExecutionService';
+import { MarketDataService } from '../services/MarketDataService';
+import { StorageService } from '../services/StorageService';
+import { BacktestConfigSchema, LiveConfigSchema, ModeConfig, PaperConfigSchema, TradingMode } from '../types';

 export class ModeManager extends EventEmitter {
  private mode: TradingMode = 'paper';
@ -148,7 +148,7 @@ export class ModeManager extends EventEmitter {
  }

  async shutdown(): Promise<void> {
-    if (!this.isInitialized) return;
+    if (!this.isInitialized) {return;}

    this.container.logger.info(`Shutting down ${this.mode} mode...`);
    
--- a/apps/stock/orchestrator/src/indicators/TechnicalAnalysis.ts
+++ b/apps/stock/orchestrator/src/indicators/TechnicalAnalysis.ts
@ -1,4 +1,4 @@
-import { TechnicalIndicators, IncrementalSMA, IncrementalEMA, IncrementalRSI, MacdResult, BollingerBandsResult, StochasticResult } from '@stock-bot/core';
+import { BollingerBandsResult, IncrementalEMA, IncrementalRSI, IncrementalSMA, MacdResult, StochasticResult, TechnicalIndicators } from '@stock-bot/engine';

 /**
 * Wrapper class for the Rust TA library with TypeScript-friendly interfaces
@ -57,7 +57,7 @@ export class TechnicalAnalysis {

  // Helper to check for crossovers
  static crossover(series1: number[], series2: number[]): boolean {
-    if (series1.length < 2 || series2.length < 2) return false;
+    if (series1.length < 2 || series2.length < 2) {return false;}
    const prev1 = series1[series1.length - 2];
    const curr1 = series1[series1.length - 1];
    const prev2 = series2[series2.length - 2];
@ -66,7 +66,7 @@ export class TechnicalAnalysis {
  }

  static crossunder(series1: number[], series2: number[]): boolean {
-    if (series1.length < 2 || series2.length < 2) return false;
+    if (series1.length < 2 || series2.length < 2) {return false;}
    const prev1 = series1[series1.length - 2];
    const curr1 = series1[series1.length - 1];
    const prev2 = series2[series2.length - 2];
--- a/apps/stock/orchestrator/src/services/ExecutionService.ts
+++ b/apps/stock/orchestrator/src/services/ExecutionService.ts
@ -1,9 +1,8 @@
+import { IServiceContainer } from '@stock-bot/di';
+import { TradingEngine } from '@stock-bot/engine';
 import { EventEmitter } from 'events';
 import { v4 as uuidv4 } from 'uuid';
-import { IServiceContainer } from '@stock-bot/di';
 import { ModeConfig, OrderRequest, OrderRequestSchema } from '../types';
-import { TradingEngine } from '@stock-bot/core';
-import axios from 'axios';
 import { StorageService } from './StorageService';

 interface ExecutionReport {
@ -233,7 +232,7 @@ export class ExecutionService extends EventEmitter {
  }

  private async processFills(executionReport: ExecutionReport): Promise<void> {
-    if (!this.tradingEngine) return;
+    if (!this.tradingEngine) {return;}

    for (const fill of executionReport.fills) {
      // Update position in engine
--- a/apps/stock/orchestrator/src/strategies/RustStrategy.ts
+++ b/apps/stock/orchestrator/src/strategies/RustStrategy.ts
@ -1,4 +1,4 @@
-import { BacktestEngine } from '@stock-bot/core';
+import { BacktestEngine } from '@stock-bot/engine';
 import { MarketData } from '../types';

 export interface Signal {
--- a/apps/stock/orchestrator/src/strategies/StrategyManager.ts
+++ b/apps/stock/orchestrator/src/strategies/StrategyManager.ts
@ -1,8 +1,8 @@
-import { EventEmitter } from 'events';
 import { IServiceContainer } from '@stock-bot/di';
-import { MarketData, StrategyConfig, OrderRequest } from '../types';
+import { TradingEngine } from '@stock-bot/engine';
+import { EventEmitter } from 'events';
+import { MarketData, OrderRequest, StrategyConfig } from '../types';
 import { BaseStrategy } from './BaseStrategy';
-import { TradingEngine } from '@stock-bot/core';

 export class StrategyManager extends EventEmitter {
  private strategies = new Map<string, BaseStrategy>();
--- a/apps/stock/orchestrator/test-api-response.ts
+++ b/apps/stock/orchestrator/test-api-response.ts
@ -1,69 +0,0 @@
-import { createContainer } from './src/simple-container';
-import fetch from 'node-fetch';
-
-async function testApiResponse() {
-  console.log('Testing API Response Values...\n');
-  
-  // First, create the container and start the server
-  const container = await createContainer({
-    database: {
-      mongodb: { enabled: false, uri: '' },
-      postgres: { enabled: false, uri: '' },
-      questdb: { enabled: false, host: '', port: 0 },
-      dragonfly: { enabled: false }
-    }
-  });
-  
-  // Run a simple backtest via API
-  const backtestRequest = {
-    strategy: 'sma-crossover',
-    symbols: ['AAPL'],
-    startDate: '2023-01-01',
-    endDate: '2023-02-01',
-    initialCapital: 100000,
-    config: {
-      commission: 0.001,
-      slippage: 0.0001,
-      dataFrequency: '1d'
-    }
-  };
-  
-  try {
-    console.log('Sending backtest request...');
-    const response = await fetch('http://localhost:2003/api/backtest/run', {
-      method: 'POST',
-      headers: {
-        'Content-Type': 'application/json',
-      },
-      body: JSON.stringify(backtestRequest)
-    });
-    
-    if (!response.ok) {
-      throw new Error(`HTTP error! status: ${response.status}`);
-    }
-    
-    const result = await response.json();
-    console.log('\n=== API RESPONSE ===');
-    console.log(JSON.stringify(result, null, 2));
-    
-    if (result.metrics) {
-      console.log('\n=== METRICS VALUES ===');
-      console.log(`Total Return: ${result.metrics.totalReturn}`);
-      console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio}`);
-      console.log(`Max Drawdown: ${result.metrics.maxDrawdown}`);
-      console.log(`Win Rate: ${result.metrics.winRate}`);
-      console.log(`Total Trades: ${result.metrics.totalTrades}`);
-    }
-    
-  } catch (error) {
-    console.error('API call failed:', error);
-  }
-  
-  console.log('\n=== TEST COMPLETE ===');
-  process.exit(0);
-}
-
-testApiResponse().catch(error => {
-  console.error('Test failed:', error);
-  process.exit(1);
-});
--- a/apps/stock/orchestrator/test-backtest-simple.ts
+++ b/apps/stock/orchestrator/test-backtest-simple.ts
@ -1,70 +0,0 @@
-#!/usr/bin/env bun
-
-/**
- * Simple backtest test without full container
- */
-
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { StorageService } from './src/services/StorageService';
-import { getLogger } from '@stock-bot/logger';
-
-async function runSimpleBacktest() {
-  console.log('Running simple backtest test...\n');
-  
-  // Create minimal container
-  const logger = getLogger('test');
-  const container = {
-    logger,
-    custom: {}
-  };
-  
-  // Create services
-  const storageService = new StorageService(container as any);
-  const strategyManager = new StrategyManager(container as any);
-  
-  // Initialize strategy
-  await strategyManager.initializeStrategies([{
-    id: 'test-sma',
-    name: 'sma-crossover',
-    enabled: true,
-    symbols: ['AAPL'],
-    allocation: 1.0
-  }]);
-  
-  // Create backtest engine
-  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
-  
-  const config = {
-    mode: 'backtest',
-    name: 'Simple SMA Test',
-    strategy: 'sma-crossover',
-    symbols: ['AAPL'],
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-03-01T00:00:00Z',  // Just 2 months
-    initialCapital: 100000,
-    dataFrequency: '1d',
-    commission: 0.001,
-    slippage: 0.0001
-  };
-  
-  try {
-    const result = await backtestEngine.runBacktest(config);
-    
-    console.log('\nBacktest Results:');
-    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
-    console.log(`Total Trades: ${result.metrics.totalTrades}`);
-    console.log(`Trades in history: ${result.trades.length}`);
-    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
-    
-    console.log('\nTrade Details:');
-    result.trades.forEach((trade, i) => {
-      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} @ $${trade.entryPrice.toFixed(2)} -> $${trade.exitPrice.toFixed(2)} (P&L: $${trade.pnl.toFixed(2)})`);
-    });
-    
-  } catch (error) {
-    console.error('Backtest failed:', error);
-  }
-}
-
-runSimpleBacktest().catch(console.error);
--- a/apps/stock/orchestrator/test-backtest.ts
+++ b/apps/stock/orchestrator/test-backtest.ts
@ -1,99 +0,0 @@
-#!/usr/bin/env bun
-
-import { createContainer } from './src/simple-container';
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
-
-async function runBacktest() {
-  console.log('Starting backtest test...');
-  
-  // Create container with minimal config
-  const config = {
-    port: 2004,
-    mode: 'paper',
-    enableWebSocket: false,
-    database: {
-      mongodb: { enabled: false },
-      postgres: { enabled: false },
-      questdb: { enabled: false }
-    },
-    redis: {
-      url: 'redis://localhost:6379'
-    },
-    backtesting: {
-      maxConcurrent: 1,
-      defaultSpeed: 'max',
-      dataResolutions: ['1d']
-    },
-    strategies: {
-      maxActive: 10,
-      defaultTimeout: 30000
-    }
-  };
-  const container = await createContainer(config);
-  
-  // Initialize strategy manager
-  const strategyManager = new StrategyManager(container.executionService, container.modeManager);
-  
-  // Create and add strategy
-  const strategyConfig = {
-    id: 'sma-test',
-    name: 'SMA Test',
-    type: 'sma-crossover',
-    symbols: ['AA'],
-    active: true,
-    allocation: 1.0,
-    riskLimit: 0.02,
-    maxPositions: 10
-  };
-  
-  const strategy = new SimpleMovingAverageCrossover(strategyConfig, container.modeManager, container.executionService);
-  await strategyManager.addStrategy(strategy);
-  
-  // Create backtest engine
-  const backtestEngine = new BacktestEngine(container, strategyManager);
-  
-  // Run backtest
-  const backtestConfig = {
-    symbols: ['AA'],
-    strategy: 'sma-crossover',
-    startDate: '2024-01-01',
-    endDate: '2024-12-31',
-    initialCapital: 100000,
-    commission: 0.001,
-    slippage: 0.0005,
-    dataFrequency: '1d'
-  };
-  
-  try {
-    console.log('Running backtest...');
-    const result = await backtestEngine.runBacktest(backtestConfig);
-    
-    console.log('\n=== Backtest Results ===');
-    console.log(`Total trades: ${result.metrics.totalTrades}`);
-    console.log(`Win rate: ${result.metrics.winRate.toFixed(2)}%`);
-    console.log(`Total return: ${result.metrics.totalReturn.toFixed(2)}%`);
-    console.log(`Sharpe ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
-    console.log(`Max drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
-    
-    console.log('\n=== Trade History ===');
-    result.trades.forEach((trade, i) => {
-      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} ${trade.symbol} @ ${trade.entryPrice.toFixed(2)}`);
-      if (trade.exitDate) {
-        console.log(`  Exit: ${trade.exitPrice.toFixed(2)}, P&L: ${trade.pnl.toFixed(2)} (${trade.pnlPercent.toFixed(2)}%)`);
-      }
-    });
-    
-    console.log(`\nTotal trades in result: ${result.trades.length}`);
-    
-  } catch (error) {
-    console.error('Backtest failed:', error);
-  } finally {
-    // Cleanup
-    await container.shutdownManager.shutdown();
-    process.exit(0);
-  }
-}
-
-runBacktest().catch(console.error);
--- a/apps/stock/orchestrator/test-clear-crossovers.ts
+++ b/apps/stock/orchestrator/test-clear-crossovers.ts
@ -1,138 +0,0 @@
-#!/usr/bin/env bun
-
-/**
- * Test with very clear crossover patterns
- */
-
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { StorageService } from './src/services/StorageService';
-import { getLogger } from '@stock-bot/logger';
-import { ModeManager } from './src/core/ModeManager';
-import { MarketDataService } from './src/services/MarketDataService';
-import { ExecutionService } from './src/services/ExecutionService';
-import { DataManager } from './src/data/DataManager';
-
-async function testClearCrossovers() {
-  console.log('=== Test with Clear Crossovers ===\n');
-  
-  const logger = getLogger('test');
-  const container = {
-    logger,
-    custom: {}
-  };
-  
-  const storageService = new StorageService(container as any);
-  const marketDataService = new MarketDataService(container as any);
-  const executionService = new ExecutionService(container as any);
-  const modeManager = new ModeManager(container as any, marketDataService, executionService, storageService);
-  
-  container.custom = {
-    ModeManager: modeManager,
-    MarketDataService: marketDataService,
-    ExecutionService: executionService
-  };
-  
-  const strategyManager = new StrategyManager(container as any);
-  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
-  
-  // Override data loading to provide clear patterns
-  const dataManager = new DataManager(container as any, storageService);
-  (backtestEngine as any).dataManager = dataManager;
-  
-  (dataManager as any).loadHistoricalData = async (symbols: string[], startDate: Date, endDate: Date) => {
-    const data = new Map();
-    const bars = [];
-    
-    console.log('Generating clear crossover patterns...');
-    
-    // Generate 100 days of data with 3 clear crossovers
-    // Pattern: Start high, go low (death cross), go high (golden cross), go low (death cross)
-    
-    for (let i = 0; i < 100; i++) {
-      let price;
-      
-      if (i < 20) {
-        // Start at 100, slight upward trend
-        price = 100 + i * 0.5;
-      } else if (i < 40) {
-        // Sharp downtrend from 110 to 70 (death cross around day 30)
-        price = 110 - (i - 20) * 2;
-      } else if (i < 60) {
-        // Sharp uptrend from 70 to 110 (golden cross around day 50)
-        price = 70 + (i - 40) * 2;
-      } else if (i < 80) {
-        // Sharp downtrend from 110 to 70 (death cross around day 70)
-        price = 110 - (i - 60) * 2;
-      } else {
-        // Stabilize around 70
-        price = 70 + Math.sin((i - 80) * 0.3) * 2;
-      }
-      
-      const timestamp = startDate.getTime() + i * 86400000;
-      
-      bars.push({
-        type: 'bar',
-        data: {
-          symbol: 'AAPL',
-          open: price - 0.5,
-          high: price + 1,
-          low: price - 1,
-          close: price,
-          volume: 1000000,
-          timestamp
-        }
-      });
-      
-      if (i % 10 === 0) {
-        console.log(`Day ${i + 1}: Price = $${price.toFixed(2)}`);
-      }
-    }
-    
-    console.log('\nExpected crossovers:');
-    console.log('- Death cross around day 30');
-    console.log('- Golden cross around day 50');
-    console.log('- Death cross around day 70\n');
-    
-    data.set('AAPL', bars);
-    return data;
-  };
-  
-  const config = {
-    mode: 'backtest' as const,
-    name: 'Clear Crossovers Test',
-    strategy: 'sma-crossover',
-    symbols: ['AAPL'],
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-04-10T00:00:00Z', // 100 days
-    initialCapital: 100000,
-    dataFrequency: '1d',
-    commission: 0.001,
-    slippage: 0.0001,
-    speed: 'max' as const
-  };
-  
-  await modeManager.initializeMode(config);
-  
-  try {
-    const result = await backtestEngine.runBacktest(config);
-    
-    console.log('\n=== Backtest Results ===');
-    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
-    console.log(`Total Trades: ${result.metrics.totalTrades}`);
-    console.log(`Trades in history: ${result.trades.length}`);
-    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
-    
-    console.log('\nTrade Details:');
-    result.trades.forEach((trade, i) => {
-      const entry = new Date(trade.entryDate).toLocaleDateString();
-      const exit = trade.exitDate ? new Date(trade.exitDate).toLocaleDateString() : 'OPEN';
-      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} @ $${trade.entryPrice.toFixed(2)} (${entry}) -> ${exit === 'OPEN' ? 'OPEN' : `$${trade.exitPrice.toFixed(2)} (${exit})`} | P&L: ${trade.pnl.toFixed(2)}`);
-    });
-    
-  } catch (error) {
-    console.error('Backtest failed:', error);
-  }
-}
-
-testClearCrossovers().catch(console.error);
--- a/apps/stock/orchestrator/test-commission-detailed.ts
+++ b/apps/stock/orchestrator/test-commission-detailed.ts
@ -1,120 +0,0 @@
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { StorageService } from './src/services/StorageService';
-import { ModeManager } from './src/core/ModeManager';
-import { MarketDataService } from './src/services/MarketDataService';
-import { ExecutionService } from './src/services/ExecutionService';
-import { IServiceContainer } from '@stock-bot/di';
-
-async function testCommissionDetailed() {
-  // Create service container with minimal logging
-  const container: IServiceContainer = {
-    logger: {
-      info: () => {},
-      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
-      warn: () => {},
-      debug: () => {},
-    } as any,
-    custom: {}
-  };
-
-  // Initialize services
-  const storageService = new StorageService();
-  const marketDataService = new MarketDataService(container);
-  const executionService = new ExecutionService(container);
-  const modeManager = new ModeManager(container, marketDataService, executionService, storageService);
-  const strategyManager = new StrategyManager(container);
-
-  // Set services in container
-  container.custom = {
-    MarketDataService: marketDataService,
-    ExecutionService: executionService,
-    ModeManager: modeManager,
-    StorageService: storageService
-  };
-
-  // Test with moderate commission and slippage
-  const config = {
-    mode: 'backtest',
-    name: 'Commission Test',
-    strategy: 'sma-crossover',
-    symbols: ['AAPL'],
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-02-28T00:00:00Z', // 2 months
-    initialCapital: 10000,
-    commission: 0.002,    // 0.2% commission
-    slippage: 0.001,      // 0.1% slippage  
-    dataFrequency: '1d',
-    speed: 'max'
-  };
-  
-  await modeManager.initializeMode(config);
-  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
-  
-  console.log('\n=== COMMISSION & SLIPPAGE TEST ===');
-  console.log(`Initial Capital: $${config.initialCapital}`);
-  console.log(`Commission: ${(config.commission * 100).toFixed(2)}%`);
-  console.log(`Slippage: ${(config.slippage * 100).toFixed(2)}%`);
-  
-  const result = await backtestEngine.runBacktest(config);
-  
-  // Get P&L from Rust
-  const tradingEngine = strategyManager.getTradingEngine();
-  const [realized, unrealized] = tradingEngine.getTotalPnl();
-  
-  console.log('\n=== RESULTS ===');
-  console.log(`Total Trades: ${result.trades.length}`);
-  console.log(`Final Portfolio Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
-  console.log(`Realized P&L: $${realized.toFixed(2)}`);
-  console.log(`Unrealized P&L: $${unrealized.toFixed(2)}`);
-  
-  if (result.trades.length > 0) {
-    console.log('\n=== TRADE DETAILS ===');
-    let totalCommission = 0;
-    let totalSlippageCost = 0;
-    
-    result.trades.slice(0, 5).forEach((trade, idx) => {
-      const entryValue = trade.quantity * trade.entryPrice;
-      const exitValue = trade.quantity * trade.exitPrice;
-      
-      // Calculate expected slippage
-      // For a buy entry, we pay more (positive slippage)
-      // For a sell entry (short), we receive less (negative slippage)
-      const entrySlippage = trade.side === 'buy' ? 
-        entryValue * config.slippage : 
-        -entryValue * config.slippage;
-      
-      // For exit, it's opposite
-      const exitSlippage = trade.side === 'buy' ? 
-        -exitValue * config.slippage : 
-        exitValue * config.slippage;
-      
-      const expectedCommission = (entryValue + exitValue) * config.commission;
-      const slippageCost = entrySlippage + exitSlippage;
-      
-      totalCommission += trade.commission;
-      totalSlippageCost += slippageCost;
-      
-      console.log(`\nTrade ${idx + 1}: ${trade.symbol} ${trade.side}`);
-      console.log(`  Quantity: ${trade.quantity} shares`);
-      console.log(`  Entry: $${trade.entryPrice.toFixed(2)} (value: $${entryValue.toFixed(2)})`);
-      console.log(`  Exit: $${trade.exitPrice.toFixed(2)} (value: $${exitValue.toFixed(2)})`);
-      console.log(`  Commission: $${trade.commission.toFixed(2)} (expected: $${expectedCommission.toFixed(2)})`);
-      console.log(`  Slippage Cost: $${slippageCost.toFixed(2)}`);
-      console.log(`  Gross P&L: $${(exitValue - entryValue).toFixed(2)}`);
-      console.log(`  Net P&L: $${trade.pnl.toFixed(2)}`);
-    });
-    
-    console.log(`\n=== TOTALS ===`);
-    console.log(`Total Commission Paid: $${totalCommission.toFixed(2)}`);
-    console.log(`Total Slippage Cost: $${totalSlippageCost.toFixed(2)}`);
-    console.log(`Total Trading Costs: $${(totalCommission + totalSlippageCost).toFixed(2)}`);
-  }
-  
-  process.exit(0);
-}
-
-testCommissionDetailed().catch(error => {
-  console.error('Test failed:', error);
-  process.exit(1);
-});
--- a/apps/stock/orchestrator/test-commission-slippage.ts
+++ b/apps/stock/orchestrator/test-commission-slippage.ts
@ -1,123 +0,0 @@
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { StorageService } from './src/services/StorageService';
-import { ModeManager } from './src/core/ModeManager';
-import { MarketDataService } from './src/services/MarketDataService';
-import { ExecutionService } from './src/services/ExecutionService';
-import { IServiceContainer } from '@stock-bot/di';
-
-async function testCommissionSlippage() {
-  console.log('Testing Commission and Slippage...\n');
-  
-  // Create service container
-  const container: IServiceContainer = {
-    logger: {
-      info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args),
-      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
-      warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
-      debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args),
-    } as any,
-    custom: {}
-  };
-
-  // Initialize services
-  const storageService = new StorageService();
-  const marketDataService = new MarketDataService(container);
-  const executionService = new ExecutionService(container);
-  const modeManager = new ModeManager(container, marketDataService, executionService, storageService);
-  const strategyManager = new StrategyManager(container);
-
-  // Set services in container
-  container.custom = {
-    MarketDataService: marketDataService,
-    ExecutionService: executionService,
-    ModeManager: modeManager,
-    StorageService: storageService
-  };
-
-  // Test with high commission and slippage
-  const config = {
-    mode: 'backtest',
-    name: 'Commission Test',
-    strategy: 'sma-crossover',
-    symbols: ['AAPL'],
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-01-31T00:00:00Z',
-    initialCapital: 10000,
-    commission: 0.01,    // 1% commission (very high for testing)
-    slippage: 0.005,     // 0.5% slippage (very high for testing)
-    dataFrequency: '1d',
-    speed: 'max'
-  };
-  
-  // Initialize backtest mode
-  await modeManager.initializeMode(config);
-
-  // Create backtest engine
-  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
-  
-  console.log('Running backtest with:');
-  console.log(`  Initial Capital: $${config.initialCapital}`);
-  console.log(`  Commission: ${(config.commission * 100).toFixed(1)}%`);
-  console.log(`  Slippage: ${(config.slippage * 100).toFixed(1)}%`);
-  
-  try {
-    const result = await backtestEngine.runBacktest(config);
-    
-    console.log('\n=== RESULTS ===');
-    console.log(`Initial Capital: $${config.initialCapital}`);
-    console.log(`Final Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
-    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
-    console.log(`Total Trades: ${result.metrics.totalTrades}`);
-    
-    // Check trades for commission
-    if (result.trades.length > 0) {
-      console.log('\nFirst 3 trades with commission:');
-      result.trades.slice(0, 3).forEach((t, idx) => {
-        const tradeValue = t.quantity * t.entryPrice;
-        const expectedCommission = tradeValue * config.commission;
-        const totalCost = tradeValue + expectedCommission;
-        
-        console.log(`\n${idx + 1}. ${t.symbol} ${t.side} ${t.quantity} shares`);
-        console.log(`   Entry Price: $${t.entryPrice.toFixed(2)}`);
-        console.log(`   Exit Price: $${t.exitPrice.toFixed(2)}`);
-        console.log(`   Trade Value: $${tradeValue.toFixed(2)}`);
-        console.log(`   Commission: $${t.commission.toFixed(2)} (expected: $${expectedCommission.toFixed(2)})`);
-        console.log(`   P&L: $${t.pnl.toFixed(2)}`);
-      });
-    }
-    
-    // Compare with zero commission/slippage
-    const zeroConfig = {
-      ...config,
-      commission: 0,
-      slippage: 0
-    };
-    
-    await modeManager.initializeMode(zeroConfig);
-    const zeroResult = await backtestEngine.runBacktest(zeroConfig);
-    
-    console.log('\n=== COMPARISON ===');
-    console.log('With commission/slippage:');
-    console.log(`  Final Value: $${result.equity[result.equity.length - 1].value.toFixed(2)}`);
-    console.log(`  Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
-    
-    console.log('\nWithout commission/slippage:');
-    console.log(`  Final Value: $${zeroResult.equity[zeroResult.equity.length - 1].value.toFixed(2)}`);
-    console.log(`  Total Return: ${zeroResult.metrics.totalReturn.toFixed(2)}%`);
-    
-    const difference = zeroResult.equity[zeroResult.equity.length - 1].value - result.equity[result.equity.length - 1].value;
-    console.log(`\nCost of commission/slippage: $${difference.toFixed(2)}`);
-    
-  } catch (error) {
-    console.error('Backtest failed:', error);
-  }
-  
-  console.log('\n=== TEST COMPLETE ===');
-  process.exit(0);
-}
-
-testCommissionSlippage().catch(error => {
-  console.error('Test failed:', error);
-  process.exit(1);
-});
--- a/apps/stock/orchestrator/test-debug-returns.ts
+++ b/apps/stock/orchestrator/test-debug-returns.ts
@ -1,41 +0,0 @@
-import { PerformanceAnalyzer } from './src/analytics/PerformanceAnalyzer';
-
-// Test with simple data
-const analyzer = new PerformanceAnalyzer(100000);
-
-// Add some equity points over 30 days
-const startDate = new Date('2023-01-01');
-const values = [
-  100000, 101000, 100500, 102000, 101500,
-  103000, 102500, 104000, 103500, 105000,
-  104500, 106000, 105500, 107000, 106500,
-  108000, 107500, 109000, 108500, 110000
-];
-
-for (let i = 0; i < values.length; i++) {
-  const date = new Date(startDate);
-  date.setDate(date.getDate() + i);
-  analyzer.addEquityPoint(date, values[i]);
-  console.log(`Day ${i + 1}: ${date.toISOString().split('T')[0]} => $${values[i]}`);
-}
-
-console.log('\n=== Analyzing Performance ===');
-const metrics = analyzer.analyze();
-
-console.log(`\nTotal Return: ${metrics.totalReturn.toFixed(2)}%`);
-console.log(`Annualized Return: ${metrics.annualizedReturn.toFixed(2)}%`);
-console.log(`Volatility: ${metrics.volatility.toFixed(2)}%`);
-console.log(`Sharpe Ratio: ${metrics.sharpeRatio.toFixed(3)}`);
-
-// Debug calculations
-const finalValue = 110000;
-const initialValue = 100000;
-const totalReturn = ((finalValue - initialValue) / initialValue) * 100;
-const days = 19;
-const years = days / 365;
-const annualizedReturn = (Math.pow(1 + totalReturn/100, 1/years) - 1) * 100;
-
-console.log('\n=== Manual Calculations ===');
-console.log(`Total Return: ${totalReturn.toFixed(2)}%`);
-console.log(`Years: ${years.toFixed(4)}`);
-console.log(`Annualized Return: ${annualizedReturn.toFixed(2)}%`);
--- a/apps/stock/orchestrator/test-equity-curve-debug.ts
+++ b/apps/stock/orchestrator/test-equity-curve-debug.ts
@ -1,73 +0,0 @@
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { StorageService } from './src/services/StorageService';
-import { ModeManager } from './src/core/ModeManager';
-import { MarketDataService } from './src/services/MarketDataService';
-import { ExecutionService } from './src/services/ExecutionService';
-import { IServiceContainer } from '@stock-bot/di';
-
-async function debugEquityCurve() {
-  // Create service container
-  const container: IServiceContainer = {
-    logger: {
-      info: (msg: string, ...args: any[]) => console.log('[INFO]', msg, ...args),
-      error: (msg: string, ...args: any[]) => console.error('[ERROR]', msg, ...args),
-      warn: (msg: string, ...args: any[]) => console.warn('[WARN]', msg, ...args),
-      debug: (msg: string, ...args: any[]) => console.log('[DEBUG]', msg, ...args),
-    } as any,
-    custom: {}
-  };
-
-  // Initialize services
-  const storageService = new StorageService();
-  const marketDataService = new MarketDataService(container);
-  const executionService = new ExecutionService(container);
-  const modeManager = new ModeManager(container, marketDataService, executionService, storageService);
-  const strategyManager = new StrategyManager(container);
-
-  // Set services in container
-  container.custom = {
-    MarketDataService: marketDataService,
-    ExecutionService: executionService,
-    ModeManager: modeManager,
-    StorageService: storageService
-  };
-
-  // Test with 5000 initial capital
-  const config = {
-    mode: 'backtest',
-    name: 'Debug',
-    strategy: 'sma-crossover',
-    symbols: ['AAPL'],
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-01-05T00:00:00Z', // Just 5 days
-    initialCapital: 5000,
-    commission: 0.001,
-    slippage: 0.0001,
-    dataFrequency: '1d',
-    speed: 'max'
-  };
-  
-  await modeManager.initializeMode(config);
-  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
-  
-  console.log('Before runBacktest - checking backtestEngine state...');
-  
-  const result = await backtestEngine.runBacktest(config);
-  
-  console.log('\n=== EQUITY CURVE DEBUG ===');
-  console.log(`Config Initial Capital: $${config.initialCapital}`);
-  console.log(`Number of equity points: ${result.equity.length}`);
-  
-  // Show all equity points
-  result.equity.forEach((point, idx) => {
-    console.log(`  ${idx}: ${point.date} -> $${point.value.toFixed(2)}`);
-  });
-  
-  process.exit(0);
-}
-
-debugEquityCurve().catch(error => {
-  console.error('Test failed:', error);
-  process.exit(1);
-});
--- a/apps/stock/orchestrator/test-equity-curve-spike.ts
+++ b/apps/stock/orchestrator/test-equity-curve-spike.ts
@ -1,95 +0,0 @@
-import { createContainer } from './src/simple-container';
-import { BacktestEngine } from './src/backtest/BacktestEngine';
-import { StrategyManager } from './src/strategies/StrategyManager';
-import { StorageService } from './src/services/StorageService';
-
-async function testEquityCurveSpikeFixture() {
-  console.log('Testing equity curve spike fix...\n');
-  
-  // Create minimal container
-  const container = await createContainer({
-    database: {
-      mongodb: { enabled: false, uri: '' },
-      postgres: { enabled: false, uri: '' },
-      questdb: { enabled: false, host: '', port: 0 }
-    }
-  });
-  
-  // Create services
-  const storageService = new StorageService(container);
-  const strategyManager = new StrategyManager(container);
-  
-  // Create backtest engine
-  const backtestEngine = new BacktestEngine(container, storageService, strategyManager);
-  
-  // Run a quick backtest
-  const config = {
-    mode: 'backtest',
-    name: 'Equity Curve Spike Test',
-    strategy: 'sma-crossover',
-    symbols: ['AAPL'],
-    startDate: '2023-01-01T00:00:00Z',
-    endDate: '2023-01-31T00:00:00Z',  // Just one month
-    initialCapital: 100000,
-    commission: 0.001,
-    slippage: 0.0001,
-    dataFrequency: '1d',
-    speed: 'max'
-  };
-  
-  console.log('Running backtest...');
-  const result = await backtestEngine.runBacktest(config);
-  
-  // Check the equity curve
-  console.log('\n=== Equity Curve Analysis ===');
-  console.log(`Initial Capital: $${config.initialCapital}`);
-  console.log(`Total equity points: ${result.equity.length}`);
-  
-  if (result.equity.length > 0) {
-    // Check first few points
-    console.log('\nFirst 5 equity curve points:');
-    result.equity.slice(0, 5).forEach((point, index) => {
-      console.log(`${index + 1}. ${point.date}: $${point.value.toFixed(2)}`);
-    });
-    
-    // Check for spike
-    const firstValue = result.equity[0].value;
-    const secondValue = result.equity.length > 1 ? result.equity[1].value : firstValue;
-    
-    console.log(`\nFirst equity value: $${firstValue.toFixed(2)}`);
-    console.log(`Second equity value: $${secondValue.toFixed(2)}`);
-    
-    // Check if there's a spike from 0 to initial capital
-    if (firstValue === 0 || firstValue < config.initialCapital * 0.5) {
-      console.log('\n❌ SPIKE DETECTED: First equity value is too low!');
-    } else if (Math.abs(firstValue - config.initialCapital) < 1) {
-      console.log('\n✅ NO SPIKE: First equity value correctly starts at initial capital!');
-    } else {
-      console.log(`\n⚠️  First equity value differs from initial capital by $${Math.abs(firstValue - config.initialCapital).toFixed(2)}`);
-    }
-    
-    // Check for duplicate timestamps
-    const timestamps = new Set();
-    let duplicates = 0;
-    result.equity.forEach(point => {
-      if (timestamps.has(point.date)) {
-        duplicates++;
-      }
-      timestamps.add(point.date);
-    });
-    
-    if (duplicates > 0) {
-      console.log(`\n⚠️  Found ${duplicates} duplicate timestamps in equity curve`);
-    } else {
-      console.log('\n✅ No duplicate timestamps found');
-    }
-  }
-  
-  console.log('\n=== Test Complete ===');
-  process.exit(0);
-}
-
-testEquityCurveSpikeFixture().catch(error => {
-  console.error('Test failed:', error);
-  process.exit(1);
-});
--- a/Show more
+++ b/Show more